-63.3%
BAX vs PAAS
+58.4%
-121.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -0.6% | -5.2% | +4.6% | +0.1% |
| 30D | +6.3% | -13.9% | +20.2% | +8.2% |
| 3M | -4.6% | -23.8% | +19.2% | -1.7% |
| 6M | +50.4% | -36.4% | +86.8% | +58.1% |
| YTD | +38.0% | -23.4% | +61.4% | +40.7% |
| 1Y | +44.6% | +5.6% | +39.0% | +41.4% |
| 3Y | -15.1% | +209.7% | -224.8% | -29.4% |
| 5Y | -63.3% | +55.6% | -118.9% | -68.5% |
| All | -63.3% | +58.4% | -121.7% | -68.5% |
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 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