+116.1%
PAAS vs SPYG
+84.3%
+31.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +2.0% | +1.2% | +0.8% | +1.2% |
| 30D | -0.1% | -1.6% | +1.5% | +1.0% |
| 3M | +8.2% | +3.4% | +4.9% | +5.9% |
| 6M | -13.8% | +18.9% | -32.7% | -22.3% |
| YTD | -0.6% | +13.8% | -14.4% | -7.9% |
| 1Y | +44.0% | +20.6% | +23.4% | +29.1% |
| 3Y | +246.6% | +100.5% | +146.1% | +128.1% |
| 5Y | +116.1% | +84.6% | +31.5% | +35.7% |
| All | +116.1% | +84.3% | +31.8% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling