+121.7%
B vs PAAS
+62.0%
+59.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.8% | -0.3% | -2.6% |
| 7D | +7.1% | +4.2% | +2.9% | +4.7% |
| 30D | -3.3% | -13.8% | +10.5% | +5.7% |
| 3M | -2.5% | -22.7% | +20.2% | +13.2% |
| 6M | -7.2% | -32.1% | +24.9% | +16.1% |
| YTD | -7.4% | -22.3% | +14.9% | +6.5% |
| 1Y | +16.4% | +7.7% | +8.8% | +10.7% |
| 3Y | +178.7% | +214.0% | -35.3% | +37.5% |
| 5Y | +121.7% | +63.2% | +58.5% | +47.3% |
| All | +121.7% | +62.0% | +59.7% | +47.3% |
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