-15.8%
F vs PAAS
+71.7%
-87.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | +1.6% | +8.4% | -6.8% | +0.5% |
| 30D | +2.6% | -7.2% | +9.8% | +3.5% |
| 3M | -8.8% | -14.0% | +5.2% | -7.4% |
| 6M | +4.6% | -26.8% | +31.4% | +8.1% |
| YTD | -1.9% | -19.8% | +17.9% | -0.5% |
| 1Y | -0.8% | +22.8% | -23.6% | -5.1% |
| 3Y | +43.5% | +183.6% | -140.2% | +17.1% |
| All | -15.8% | +71.7% | -87.5% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling