+202.7%
PAAS vs VIG
+240.3%
-37.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.1% |
| 7D | +2.0% | -0.4% | +2.4% | +2.3% |
| 30D | -0.1% | -2.1% | +2.0% | +1.4% |
| 3M | +8.2% | +3.3% | +4.9% | +5.9% |
| 6M | -13.8% | +9.3% | -23.1% | -18.7% |
| YTD | -0.6% | +10.1% | -10.8% | -6.6% |
| 1Y | +44.0% | +14.7% | +29.3% | +32.0% |
| 3Y | +246.6% | +56.9% | +189.6% | +159.3% |
| 5Y | +116.1% | +62.9% | +53.2% | +57.7% |
| 10Y | +202.7% | +241.3% | -38.6% | +38.3% |
| All | +202.7% | +240.3% | -37.6% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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