+109.4%
C vs PAAS
+75.8%
+33.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -4.8% |
| 7D | -5.3% | -0.4% | -4.9% | -5.3% |
| 30D | -7.3% | -11.6% | +4.3% | -6.0% |
| 3M | -13.5% | -15.6% | +2.1% | -12.0% |
| 6M | -6.5% | -19.1% | +12.6% | -4.9% |
| YTD | +3.6% | -20.9% | +24.5% | +4.8% |
| 1Y | +18.9% | +21.3% | -2.4% | +13.8% |
| 3Y | +205.0% | +177.4% | +27.6% | +150.8% |
| 5Y | +109.4% | +71.3% | +38.0% | +79.9% |
| All | +109.4% | +75.8% | +33.6% | +79.9% |
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