+128.0%
PAAS vs VIG
+648.1%
-520.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +0.9% |
| 7D | +8.8% | +0.4% | +8.4% | +8.6% |
| 30D | -8.5% | +4.3% | -12.7% | -11.5% |
| 3M | -17.0% | +2.0% | -19.0% | -18.3% |
| 6M | -27.9% | +10.2% | -38.1% | -33.1% |
| YTD | -17.5% | +14.8% | -32.3% | -25.7% |
| 1Y | +22.8% | +17.5% | +5.4% | +8.8% |
| 3Y | +224.2% | +67.4% | +156.8% | +116.5% |
| 5Y | +73.6% | +63.4% | +10.3% | +18.0% |
| 10Y | +186.4% | +259.9% | -73.5% | -3.9% |
| All | +128.0% | +648.1% | -520.1% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling