+716.4%
BAC vs PAAS
+971.0%
-254.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -1.2% | +8.4% | -9.6% | -1.7% |
| 30D | -7.7% | -7.2% | -0.5% | -7.2% |
| 3M | -21.2% | -14.0% | -7.1% | -20.5% |
| 6M | -6.8% | -26.8% | +19.9% | -5.3% |
| YTD | -8.7% | -19.8% | +11.1% | -8.2% |
| 1Y | -5.3% | +22.8% | -28.1% | -7.6% |
| 3Y | +87.4% | +183.6% | -96.2% | +70.4% |
| 5Y | +18.9% | +73.8% | -54.9% | +10.3% |
| 10Y | +273.3% | +185.6% | +87.7% | +221.2% |
| All | +716.4% | +971.0% | -254.7% | +564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling