+197.7%
EXC vs PAAS
+168.2%
+29.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.6% | +0.3% |
| 7D | +0.1% | +4.2% | -4.1% | -0.4% |
| 30D | +9.0% | -13.8% | +22.8% | +10.4% |
| 3M | +3.3% | -22.7% | +26.0% | +5.4% |
| 6M | +5.7% | -32.1% | +37.8% | +8.8% |
| YTD | +7.3% | -22.3% | +29.6% | +7.9% |
| 1Y | +2.9% | +7.7% | -4.7% | -0.4% |
| 3Y | +29.3% | +214.0% | -184.7% | +6.8% |
| 5Y | +40.1% | +63.2% | -23.2% | +22.6% |
| 10Y | +197.7% | +185.5% | +12.1% | +123.4% |
| All | +197.7% | +168.2% | +29.4% | +123.4% |
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