+5.6%
MSCI vs PAAS
+48.6%
-43.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +3.0% | -8.9% | +11.9% | +4.0% |
| 30D | +17.8% | -11.4% | +29.2% | +19.1% |
| 3M | +15.2% | -20.4% | +35.6% | +17.5% |
| 6M | +16.5% | -40.7% | +57.2% | +22.4% |
| YTD | +16.4% | -26.9% | +43.3% | +17.7% |
| 1Y | +16.8% | -3.1% | +19.9% | +13.1% |
| 3Y | +35.8% | +199.3% | -163.5% | +1.0% |
| All | +5.6% | +48.6% | -43.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling