-36.8%
BAX vs PAAS
+192.1%
-229.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | +0.4% |
| 7D | +12.1% | +8.4% | +3.7% | +11.4% |
| 30D | +7.6% | -7.2% | +14.8% | +8.2% |
| 3M | -4.5% | -14.0% | +9.5% | -3.6% |
| 6M | +52.0% | -26.8% | +78.8% | +55.1% |
| YTD | +35.1% | -19.8% | +54.9% | +36.5% |
| 1Y | +43.7% | +22.8% | +20.9% | +40.3% |
| 3Y | -20.9% | +183.6% | -204.6% | -28.2% |
| 5Y | -63.5% | +73.8% | -137.4% | -66.5% |
| All | -36.8% | +192.1% | -229.0% | -43.0% |
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 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