+1,694.6%
PG vs PAAS
+1,235.6%
+459.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.3% |
| 7D | +1.9% | -2.9% | +4.7% | +1.9% |
| 30D | -0.2% | +6.8% | -7.0% | -0.5% |
| 3M | +4.8% | -2.9% | +7.7% | +4.7% |
| 6M | -6.1% | -16.4% | +10.3% | -5.8% |
| YTD | +4.5% | 0.0% | +4.4% | +4.1% |
| 1Y | -5.3% | +54.3% | -59.6% | -7.1% |
| 3Y | +2.6% | +230.7% | -228.1% | -2.7% |
| 5Y | +15.6% | +111.6% | -96.0% | +10.6% |
| 10Y | +118.0% | +211.7% | -93.7% | +102.6% |
| All | +1,694.6% | +1,235.6% | +459.0% | +1,463.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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