+18,256.8%
COST vs PAAS
+1,235.6%
+17,021.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.0% |
| 7D | -3.1% | -2.9% | -0.3% | -3.1% |
| 30D | -2.8% | +6.8% | -9.6% | -3.0% |
| 3M | -5.7% | -2.9% | -2.8% | -5.7% |
| 6M | -8.8% | -16.4% | +7.7% | -8.5% |
| YTD | +6.7% | 0.0% | +6.6% | +6.3% |
| 1Y | -3.6% | +54.3% | -58.0% | -5.3% |
| 3Y | +75.1% | +230.7% | -155.6% | +67.7% |
| 5Y | +108.9% | +111.6% | -2.7% | +101.4% |
| 10Y | +586.2% | +211.7% | +374.5% | +551.2% |
| All | +18,256.8% | +1,235.6% | +17,021.1% | +18,366.2% |
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