+27.6%
IR vs PAAS
+182.2%
-154.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | +3.7% | +8.4% | -4.7% | +2.7% |
| 30D | +7.4% | -7.2% | +14.6% | +8.3% |
| 3M | -5.9% | -14.0% | +8.1% | -4.7% |
| 6M | +5.6% | -26.8% | +32.3% | +8.6% |
| YTD | +4.8% | -19.8% | +24.6% | +6.3% |
| 1Y | +6.9% | +22.8% | -15.9% | +4.1% |
| 3Y | +27.6% | +183.6% | -156.1% | +12.7% |
| All | +27.6% | +182.2% | -154.6% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling