+106.2%
COST vs PAAS
+117.9%
-11.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -3.2% | +2.0% | -5.2% | -3.3% |
| 30D | -4.0% | -0.1% | -3.9% | -4.1% |
| 3M | -6.5% | +8.2% | -14.7% | -7.1% |
| 6M | -8.5% | -13.8% | +5.3% | -8.1% |
| YTD | +6.0% | -0.6% | +6.7% | +5.0% |
| 1Y | -5.8% | +44.0% | -49.8% | -9.8% |
| 3Y | +71.8% | +246.6% | -174.8% | +48.0% |
| 5Y | +106.2% | +116.1% | -9.8% | +83.7% |
| All | +106.2% | +117.9% | -11.7% | +83.7% |
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