+291.3%
IR vs PAAS
+244.9%
+46.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.5% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | -15.1% | +6.8% | -21.9% | -15.9% |
| 3M | +6.1% | -2.9% | +9.0% | +6.0% |
| 6M | -16.8% | -16.4% | -0.4% | -15.7% |
| YTD | -3.5% | 0.0% | -3.6% | -4.5% |
| 1Y | -3.5% | +54.3% | -57.8% | -9.3% |
| 3Y | +9.5% | +230.7% | -221.2% | -7.6% |
| 5Y | +45.1% | +111.6% | -66.6% | +25.9% |
| All | +291.3% | +244.9% | +46.4% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling