+172.1%
EXC vs PAAS
+192.1%
-20.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.4% | -2.1% |
| 7D | -1.2% | +8.4% | -9.6% | -1.9% |
| 30D | +10.0% | -7.2% | +17.1% | +10.6% |
| 3M | +1.6% | -14.0% | +15.6% | +2.7% |
| 6M | +3.3% | -26.8% | +30.0% | +5.6% |
| YTD | +7.6% | -19.8% | +27.3% | +7.9% |
| 1Y | +3.5% | +22.8% | -19.4% | -1.4% |
| 3Y | +27.7% | +183.6% | -156.0% | +6.7% |
| 5Y | +41.1% | +73.8% | -32.7% | +22.6% |
| All | +172.1% | +192.1% | -20.0% | +102.2% |
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 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