+319.4%
IR vs PAAS
+172.6%
+146.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.5% |
| 7D | +2.3% | -0.4% | +2.7% | +2.3% |
| 30D | +3.3% | -11.6% | +15.0% | +4.7% |
| 3M | -9.0% | -15.6% | +6.6% | -7.6% |
| 6M | +8.0% | -19.1% | +27.1% | +9.8% |
| YTD | +3.4% | -20.9% | +24.3% | +4.9% |
| 1Y | +4.5% | +21.3% | -16.8% | +1.0% |
| 3Y | +25.6% | +177.4% | -151.8% | +8.1% |
| 5Y | +43.8% | +71.3% | -27.5% | +27.7% |
| All | +319.4% | +172.6% | +146.8% | +251.1% |
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 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