+21,826.6%
COST vs PAAS
+881.3%
+20,945.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.5% |
| 7D | +2.5% | -7.0% | +9.5% | +2.7% |
| 30D | +14.6% | -15.3% | +29.9% | +15.0% |
| 3M | +15.2% | -27.7% | +42.9% | +16.0% |
| 6M | +7.2% | -40.5% | +47.7% | +8.4% |
| YTD | +27.4% | -26.5% | +53.9% | +27.8% |
| 1Y | +20.2% | -0.8% | +21.0% | +19.6% |
| 3Y | +96.9% | +196.9% | -100.1% | +89.0% |
| 5Y | +122.8% | +49.2% | +73.7% | +116.5% |
| 10Y | +764.3% | +199.4% | +564.9% | +722.7% |
| All | +21,826.6% | +881.3% | +20,945.3% | +22,111.6% |
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