+97.9%
BAC vs PAAS
+195.7%
-97.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +3.2% | -8.9% | +12.2% | +4.1% |
| 30D | -0.7% | -11.4% | +10.7% | +0.2% |
| 3M | -20.0% | -20.4% | +0.5% | -18.6% |
| 6M | +3.4% | -40.7% | +44.1% | +7.5% |
| YTD | -5.7% | -26.9% | +21.2% | -4.6% |
| 1Y | -1.4% | -3.1% | +1.6% | -3.1% |
| 3Y | +97.9% | +199.3% | -101.3% | +56.4% |
| All | +97.9% | +195.7% | -97.7% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling