+340.0%
IR vs PAAS
+168.0%
+172.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.7% | -0.5% |
| 7D | +1.5% | +4.2% | -2.6% | +1.0% |
| 30D | +9.0% | -13.8% | +22.8% | +10.8% |
| 3M | -0.9% | -22.7% | +21.9% | +1.7% |
| 6M | +13.4% | -32.1% | +45.5% | +17.6% |
| YTD | +8.5% | -22.3% | +30.7% | +10.2% |
| 1Y | +11.3% | +7.7% | +3.6% | +9.0% |
| 3Y | +26.0% | +214.0% | -188.0% | +7.1% |
| 5Y | +47.9% | +63.2% | -15.4% | +32.0% |
| All | +340.0% | +168.0% | +172.0% | +269.1% |
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 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