+171.9%
B vs PAAS
+1,235.6%
-1,063.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.0% |
| 7D | -1.6% | -2.9% | +1.3% | 0.0% |
| 30D | +9.4% | +6.8% | +2.6% | +5.5% |
| 3M | +5.0% | -2.9% | +7.9% | +6.6% |
| 6M | -3.5% | -16.4% | +12.9% | +5.8% |
| YTD | +4.5% | 0.0% | +4.4% | +3.8% |
| 1Y | +67.8% | +54.3% | +13.5% | +32.7% |
| 3Y | +196.7% | +230.7% | -34.0% | +50.7% |
| 5Y | +151.9% | +111.6% | +40.3% | +55.0% |
| 10Y | +202.2% | +211.7% | -9.5% | +31.6% |
| All | +171.9% | +1,235.6% | -1,063.7% | -36.6% |
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