+21.7%
BAC vs PAAS
+51.0%
-29.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.1% |
| 7D | +1.5% | -7.0% | +8.6% | +2.2% |
| 30D | -6.4% | -15.3% | +8.9% | -5.0% |
| 3M | -21.7% | -27.7% | +6.1% | -19.5% |
| 6M | +0.5% | -40.5% | +41.0% | +4.9% |
| YTD | -6.7% | -26.5% | +19.8% | -5.4% |
| 1Y | -4.7% | -0.8% | -3.9% | -6.5% |
| 3Y | +96.1% | +196.9% | -100.9% | +64.4% |
| 5Y | +21.7% | +49.2% | -27.5% | +6.9% |
| All | +21.7% | +51.0% | -29.3% | +6.9% |
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