+48.4%
IR vs PAAS
+113.1%
-64.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | -15.1% | +6.8% | -21.9% | -16.1% |
| 3M | +6.1% | -2.9% | +9.0% | +5.9% |
| 6M | -16.8% | -16.4% | -0.4% | -15.6% |
| YTD | -3.5% | 0.0% | -3.6% | -4.7% |
| 1Y | -3.5% | +54.3% | -57.8% | -10.3% |
| 3Y | +9.5% | +230.7% | -221.2% | -11.1% |
| All | +48.4% | +113.1% | -64.7% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling