+604.4%
COST vs PAAS
+247.1%
+357.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.6% | -1.0% |
| 7D | -2.8% | +2.6% | -5.4% | -2.9% |
| 30D | -5.3% | +2.5% | -7.7% | -5.4% |
| 3M | -6.7% | +15.1% | -21.7% | -7.4% |
| 6M | -9.9% | -12.1% | +2.1% | -9.7% |
| YTD | +5.1% | +3.1% | +2.1% | +4.2% |
| 1Y | -7.3% | +50.8% | -58.1% | -10.3% |
| 3Y | +70.4% | +259.5% | -189.1% | +54.7% |
| 5Y | +104.4% | +126.3% | -21.9% | +88.2% |
| All | +604.4% | +247.1% | +357.2% | +552.3% |
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