+399.1%
BAC vs PAAS
+200.1%
+199.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +1.1% | -2.9% | +4.0% | +1.2% |
| 30D | -0.4% | +6.8% | -7.2% | -0.8% |
| 3M | +16.9% | -2.9% | +19.8% | +16.8% |
| 6M | +26.6% | -16.4% | +43.0% | +27.3% |
| YTD | +15.8% | 0.0% | +15.8% | +15.0% |
| 1Y | +27.2% | +54.3% | -27.2% | +23.3% |
| 3Y | +132.4% | +230.7% | -98.3% | +114.7% |
| 5Y | +72.6% | +111.6% | -39.1% | +60.0% |
| All | +399.1% | +200.1% | +199.0% | +377.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling