+20.2%
SGOV vs PAAS
+119.9%
-99.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | 0.0% | -1.9% | +2.0% | 0.0% |
| 30D | +0.3% | -3.6% | +3.9% | +0.3% |
| 3M | +0.9% | +8.6% | -7.6% | +0.9% |
| 6M | +1.8% | -16.7% | +18.5% | +1.8% |
| YTD | +2.5% | -1.9% | +4.5% | +2.5% |
| 1Y | +3.8% | +38.0% | -34.2% | +3.8% |
| 3Y | +14.4% | +234.9% | -220.6% | +14.4% |
| All | +20.2% | +119.9% | -99.7% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling