+1,464.5%
EXC vs PAAS
+955.7%
+508.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.8% |
| 7D | +1.4% | -0.4% | +1.8% | +1.3% |
| 30D | +11.6% | -11.6% | +23.3% | +12.5% |
| 3M | +2.7% | -15.6% | +18.2% | +3.6% |
| 6M | +2.7% | -19.1% | +21.8% | +3.5% |
| YTD | +9.7% | -20.9% | +30.6% | +10.2% |
| 1Y | +4.5% | +21.3% | -16.8% | +1.6% |
| 3Y | +28.5% | +177.4% | -148.9% | +15.5% |
| 5Y | +43.9% | +71.3% | -27.4% | +32.3% |
| 10Y | +183.7% | +181.5% | +2.3% | +143.2% |
| All | +1,464.5% | +955.7% | +508.9% | +1,217.1% |
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