+741.9%
IWM vs PAAS
+1,328.1%
-586.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -2.0% | +8.4% | -10.4% | -2.9% |
| 30D | -1.5% | -7.2% | +5.7% | -0.7% |
| 3M | -8.0% | -14.0% | +6.0% | -6.8% |
| 6M | -4.1% | -26.8% | +22.7% | -1.4% |
| YTD | +11.9% | -19.8% | +31.7% | +13.2% |
| 1Y | +15.0% | +22.8% | -7.8% | +10.8% |
| 3Y | +64.2% | +183.6% | -119.4% | +41.3% |
| 5Y | +20.4% | +73.8% | -53.4% | +7.3% |
| 10Y | +168.0% | +185.6% | -17.6% | +114.9% |
| All | +741.9% | +1,328.1% | -586.1% | +569.4% |
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