+95.6%
F vs PAAS
+206.7%
-111.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.7% |
| 7D | +5.3% | -2.9% | +8.2% | +5.7% |
| 30D | +4.6% | +6.8% | -2.2% | +3.6% |
| 3M | -3.7% | -2.9% | -0.8% | -3.7% |
| 6M | +16.8% | -16.4% | +33.3% | +18.4% |
| YTD | +15.3% | 0.0% | +15.3% | +14.0% |
| 1Y | +31.0% | +54.3% | -23.3% | +22.8% |
| 3Y | +45.4% | +230.7% | -185.2% | +22.0% |
| 5Y | +54.7% | +111.6% | -57.0% | +33.1% |
| All | +95.6% | +206.7% | -111.1% | +60.4% |
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