-33.1%
BAX vs PAAS
+205.7%
-238.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +0.1% | -8.9% | +9.0% | +0.9% |
| 30D | +4.1% | -11.4% | +15.5% | +5.1% |
| 3M | -4.5% | -20.4% | +15.9% | -2.9% |
| 6M | +49.2% | -40.7% | +89.9% | +55.1% |
| YTD | +35.2% | -26.9% | +62.2% | +37.7% |
| 1Y | +38.3% | -3.1% | +41.4% | +37.6% |
| 3Y | -19.0% | +199.3% | -218.3% | -26.6% |
| 5Y | -64.2% | +48.3% | -112.5% | -66.7% |
| All | -33.1% | +205.7% | -238.8% | -39.3% |
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