-33.3%
BAX vs PAAS
+207.5%
-240.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.9% |
| 7D | +0.4% | -7.0% | +7.4% | +1.0% |
| 30D | +3.4% | -15.3% | +18.7% | +4.8% |
| 3M | -4.5% | -27.7% | +23.3% | -2.1% |
| 6M | +44.0% | -40.5% | +84.5% | +49.6% |
| YTD | +34.9% | -26.5% | +61.4% | +37.2% |
| 1Y | +37.9% | -0.8% | +38.7% | +37.0% |
| 3Y | -17.1% | +196.9% | -214.0% | -24.8% |
| 5Y | -64.3% | +49.2% | -113.4% | -66.8% |
| All | -33.3% | +207.5% | -240.8% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling