+18.0%
BAC vs PAAS
+71.7%
-53.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -1.2% | +8.4% | -9.6% | -2.0% |
| 30D | -7.7% | -7.2% | -0.5% | -7.1% |
| 3M | -21.2% | -14.0% | -7.1% | -20.3% |
| 6M | -6.8% | -26.8% | +19.9% | -4.7% |
| YTD | -8.7% | -19.8% | +11.1% | -8.2% |
| 1Y | -5.3% | +22.8% | -28.1% | -9.1% |
| 3Y | +87.4% | +183.6% | -96.2% | +58.2% |
| All | +18.0% | +71.7% | -53.7% | +2.4% |
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 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