-20.0%
BA vs PAAS
-17.8%
-2.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.4% | -6.2% | +0.5% |
| 7D | +5.9% | -1.1% | +7.0% | +5.9% |
| 30D | -8.2% | -8.5% | +0.3% | -6.6% |
| 3M | -25.4% | -7.3% | -18.1% | -25.9% |
| 6M | -20.0% | -18.3% | -1.7% | -18.3% |
| All | -20.0% | -17.8% | -2.2% | -18.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling