+1,314.5%
PAAS vs SPYG
+533.7%
+780.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -7.0% | +4.2% | -11.3% | -9.0% |
| 30D | -15.3% | -7.4% | -7.9% | -11.8% |
| 3M | -27.7% | -5.3% | -22.5% | -25.6% |
| 6M | -40.5% | -1.2% | -39.3% | -39.8% |
| YTD | -26.5% | +9.0% | -35.5% | -28.9% |
| 1Y | -0.8% | +8.8% | -9.6% | -3.8% |
| 3Y | +196.9% | +92.8% | +104.2% | +117.4% |
| 5Y | +49.2% | +69.3% | -20.1% | +14.7% |
| 10Y | +199.4% | +398.4% | -199.0% | +38.6% |
| All | +1,314.5% | +533.7% | +780.8% | +303.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling