+3,116.5%
MAR vs PAAS
+503.4%
+2,613.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | +4.3% | +8.4% | -4.1% | +3.6% |
| 30D | +16.8% | -7.2% | +24.0% | +17.4% |
| 3M | +16.0% | -14.0% | +30.0% | +17.1% |
| 6M | +16.5% | -26.8% | +43.2% | +18.8% |
| YTD | +35.0% | -19.8% | +54.8% | +35.9% |
| 1Y | +49.4% | +22.8% | +26.5% | +44.8% |
| 3Y | +124.1% | +183.6% | -59.6% | +99.0% |
| 5Y | +159.2% | +73.8% | +85.4% | +136.4% |
| 10Y | +553.9% | +185.6% | +368.4% | +449.2% |
| All | +3,116.5% | +503.4% | +2,613.1% | +2,643.5% |
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