+459.3%
BAX vs PAAS
+1,235.6%
-776.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.1% |
| 7D | -1.1% | -2.9% | +1.7% | -1.0% |
| 30D | -5.5% | +6.8% | -12.2% | -5.8% |
| 3M | +33.5% | -2.9% | +36.4% | +33.5% |
| 6M | +35.9% | -16.4% | +52.3% | +36.6% |
| YTD | +35.4% | 0.0% | +35.3% | +34.8% |
| 1Y | +9.8% | +54.3% | -44.6% | +6.9% |
| 3Y | -32.7% | +230.7% | -263.4% | -37.1% |
| 5Y | -65.6% | +111.6% | -177.2% | -67.5% |
| 10Y | -34.9% | +211.7% | -246.6% | -40.5% |
| All | +459.3% | +1,235.6% | -776.3% | +356.5% |
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 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