+8,284.8%
LOW vs PAAS
+1,235.6%
+7,049.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | -1.7% | -2.9% | +1.2% | -1.6% |
| 30D | -7.0% | +6.8% | -13.8% | -7.4% |
| 3M | -0.9% | -2.9% | +2.0% | -0.9% |
| 6M | -20.1% | -16.4% | -3.6% | -19.7% |
| YTD | -13.9% | 0.0% | -13.9% | -14.3% |
| 1Y | -21.1% | +54.3% | -75.5% | -23.2% |
| 3Y | -6.6% | +230.7% | -237.3% | -13.1% |
| 5Y | +9.4% | +111.6% | -102.3% | +2.9% |
| 10Y | +220.5% | +211.7% | +8.8% | +192.0% |
| All | +8,284.8% | +1,235.6% | +7,049.2% | +7,520.4% |
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