+1,825.2%
PAAS vs SPYG
+564.9%
+1,260.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +6.8% | -0.4% | +7.2% | +7.1% |
| 3M | -2.9% | +0.5% | -3.4% | -2.9% |
| 6M | -16.4% | +17.5% | -33.9% | -22.3% |
| YTD | 0.0% | +14.3% | -14.3% | -5.7% |
| 1Y | +54.3% | +21.7% | +32.6% | +41.3% |
| 3Y | +230.7% | +98.6% | +132.1% | +137.6% |
| 5Y | +111.6% | +85.1% | +26.5% | +55.3% |
| 10Y | +211.7% | +412.0% | -200.3% | +42.1% |
| All | +1,825.2% | +564.9% | +1,260.4% | +435.6% |
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