+30.0%
IR vs PAAS
+224.2%
-194.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +4.3% |
| 7D | +5.0% | +8.8% | -3.8% | +3.9% |
| 30D | +10.3% | -8.5% | +18.8% | +11.4% |
| 3M | -0.1% | -17.0% | +16.9% | +1.8% |
| 6M | +14.8% | -27.9% | +42.6% | +18.4% |
| YTD | +9.7% | -17.5% | +27.2% | +11.0% |
| 1Y | +12.2% | +22.8% | -10.6% | +9.1% |
| 3Y | +30.0% | +224.2% | -194.2% | +14.6% |
| All | +30.0% | +224.2% | -194.2% | +14.6% |
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