+808.3%
IWM vs PAAS
+1,680.8%
-872.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +0.1% | -2.9% | +3.0% | +0.4% |
| 30D | -1.3% | +6.8% | -8.1% | -2.1% |
| 3M | +1.6% | -2.9% | +4.5% | +1.6% |
| 6M | +13.6% | -16.4% | +30.0% | +15.1% |
| YTD | +20.8% | 0.0% | +20.7% | +19.4% |
| 1Y | +26.4% | +54.3% | -27.9% | +18.6% |
| 3Y | +60.7% | +230.7% | -170.0% | +36.0% |
| 5Y | +38.2% | +111.6% | -73.4% | +20.6% |
| 10Y | +169.5% | +211.7% | -42.2% | +113.7% |
| All | +808.3% | +1,680.8% | -872.6% | +605.9% |
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