+762.6%
BP vs PAAS
+971.0%
-208.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | -11.6% | +8.4% | -20.0% | -12.7% |
| 30D | 0.0% | -7.2% | +7.2% | +0.8% |
| 3M | +6.7% | -14.0% | +20.8% | +8.2% |
| 6M | +2.2% | -26.8% | +28.9% | +5.2% |
| YTD | +33.0% | -19.8% | +52.8% | +33.6% |
| 1Y | +30.7% | +22.8% | +7.9% | +23.3% |
| 3Y | +44.2% | +183.6% | -139.4% | +18.0% |
| 5Y | +105.1% | +73.8% | +31.3% | +75.6% |
| 10Y | +133.5% | +185.6% | -52.0% | +74.7% |
| All | +762.6% | +971.0% | -208.4% | +413.0% |
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 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