+256.3%
F vs PAAS
+955.7%
-699.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | +1.4% | -0.4% | +1.8% | +1.4% |
| 30D | +2.0% | -11.6% | +13.7% | +3.0% |
| 3M | -10.4% | -15.6% | +5.2% | -9.3% |
| 6M | +9.7% | -19.1% | +28.8% | +11.2% |
| YTD | -1.2% | -20.9% | +19.8% | -0.1% |
| 1Y | 0.0% | +21.3% | -21.3% | -2.6% |
| 3Y | +41.1% | +177.4% | -136.3% | +26.2% |
| 5Y | -11.4% | +71.3% | -82.8% | -18.8% |
| 10Y | +85.0% | +181.5% | -96.5% | +56.9% |
| All | +256.3% | +955.7% | -699.4% | +190.9% |
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