-17.7%
LVS vs PAAS
+54.7%
-72.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.2% |
| 7D | -1.5% | -2.9% | +1.4% | -1.3% |
| 30D | -3.2% | +6.8% | -10.0% | -3.8% |
| 3M | -12.0% | -2.9% | -9.1% | -11.9% |
| 6M | -19.9% | -16.4% | -3.5% | -19.4% |
| YTD | -30.6% | 0.0% | -30.7% | -30.2% |
| 1Y | -17.7% | +54.3% | -72.1% | -19.3% |
| All | -17.7% | +54.7% | -72.4% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling