+3,529.4%
ALL vs PAAS
+1,235.6%
+2,293.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.2% |
| 7D | 0.0% | -2.9% | +2.9% | +0.2% |
| 30D | -1.5% | +6.8% | -8.3% | -2.0% |
| 3M | +23.6% | -2.9% | +26.5% | +23.4% |
| 6M | +22.3% | -16.4% | +38.8% | +22.9% |
| YTD | +26.5% | 0.0% | +26.5% | +25.3% |
| 1Y | +27.0% | +54.3% | -27.3% | +22.2% |
| 3Y | +149.6% | +230.7% | -81.1% | +126.2% |
| 5Y | +118.1% | +111.6% | +6.4% | +100.8% |
| 10Y | +369.0% | +211.7% | +157.3% | +305.5% |
| All | +3,529.4% | +1,235.6% | +2,293.7% | +3,072.2% |
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