+8,419.6%
FIX vs PAAS
+746.6%
+7,673.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +8.4% | -23.4% | -16.1% |
| 7D | -18.9% | -1.1% | -17.8% | -19.0% |
| 30D | -36.3% | -8.5% | -27.8% | -35.7% |
| 3M | -38.5% | -7.3% | -31.2% | -38.2% |
| 6M | -42.3% | -18.3% | -24.0% | -41.2% |
| YTD | +17.1% | -19.2% | +36.3% | +19.0% |
| 1Y | +14.4% | +26.1% | -11.8% | +10.5% |
| 3Y | +486.7% | +183.6% | +303.1% | +411.6% |
| 5Y | +1,083.7% | +81.2% | +1,002.6% | +961.6% |
| 10Y | +3,932.4% | +187.8% | +3,744.7% | +3,158.7% |
| All | +8,419.6% | +746.6% | +7,673.0% | +5,974.1% |
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