+239.7%
PAAS vs SPYG
+412.5%
-172.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.0% |
| 7D | +2.6% | +0.3% | +2.3% | +2.4% |
| 30D | +2.5% | -1.7% | +4.2% | +3.6% |
| 3M | +15.1% | +3.6% | +11.4% | +12.7% |
| 6M | -12.1% | +16.6% | -28.7% | -19.1% |
| YTD | +3.1% | +13.4% | -10.3% | -3.5% |
| 1Y | +50.8% | +19.6% | +31.3% | +37.3% |
| 3Y | +259.5% | +99.8% | +159.7% | +144.2% |
| 5Y | +126.3% | +85.0% | +41.4% | +56.6% |
| 10Y | +239.7% | +422.1% | -182.4% | +25.9% |
| All | +239.7% | +412.5% | -172.7% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling