+20.0%
IWM vs PAAS
+71.7%
-51.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -2.0% | +8.4% | -10.4% | -3.3% |
| 30D | -1.5% | -7.2% | +5.7% | -0.4% |
| 3M | -8.0% | -14.0% | +6.0% | -6.2% |
| 6M | -4.1% | -26.8% | +22.7% | -0.1% |
| YTD | +11.9% | -19.8% | +31.7% | +13.6% |
| 1Y | +15.0% | +22.8% | -7.8% | +8.2% |
| 3Y | +64.2% | +183.6% | -119.4% | +26.7% |
| All | +20.0% | +71.7% | -51.7% | +2.8% |
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