+143.5%
IWM vs PAAS
+205.7%
-62.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +1.4% | -8.9% | +10.3% | +2.6% |
| 30D | +2.3% | -11.4% | +13.7% | +3.7% |
| 3M | -8.3% | -20.4% | +12.1% | -5.9% |
| 6M | -1.3% | -40.7% | +39.4% | +4.7% |
| YTD | +13.5% | -26.9% | +40.5% | +16.3% |
| 1Y | +18.4% | -3.1% | +21.5% | +16.9% |
| 3Y | +69.6% | +199.3% | -129.6% | +42.0% |
| 5Y | +23.3% | +48.3% | -25.0% | +9.2% |
| All | +143.5% | +205.7% | -62.1% | +104.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling