+71.4%
BAC vs PAAS
+113.1%
-41.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | +1.1% | -2.9% | +4.0% | +1.3% |
| 30D | -0.4% | +6.8% | -7.2% | -1.2% |
| 3M | +16.9% | -2.9% | +19.8% | +16.8% |
| 6M | +26.6% | -16.4% | +43.0% | +27.8% |
| YTD | +15.8% | 0.0% | +15.8% | +14.2% |
| 1Y | +27.2% | +54.3% | -27.2% | +19.3% |
| 3Y | +132.4% | +230.7% | -98.3% | +94.2% |
| All | +71.4% | +113.1% | -41.6% | +45.0% |
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