-0.8%
IP vs PAAS
+21.8%
-22.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | -5.1% | +8.4% | -13.5% | -6.2% |
| 30D | +8.5% | -7.2% | +15.7% | +9.5% |
| 3M | -13.8% | -14.0% | +0.2% | -12.4% |
| 6M | +5.7% | -26.8% | +32.5% | +9.2% |
| YTD | -9.1% | -19.8% | +10.7% | -6.9% |
| 1Y | -0.8% | +22.8% | -23.7% | -2.2% |
| All | -0.8% | +21.8% | -22.7% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling