+8.2%
MSCI vs PAAS
+62.0%
-53.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +2.2% |
| 7D | +2.7% | +4.2% | -1.5% | +2.2% |
| 30D | +16.2% | -13.8% | +30.0% | +17.8% |
| 3M | +17.1% | -22.7% | +39.8% | +19.8% |
| 6M | +13.0% | -32.1% | +45.1% | +17.0% |
| YTD | +15.8% | -22.3% | +38.1% | +16.3% |
| 1Y | +15.5% | +7.7% | +7.8% | +10.4% |
| 3Y | +32.3% | +214.0% | -181.7% | -1.8% |
| 5Y | +8.2% | +63.2% | -55.0% | -3.4% |
| All | +8.2% | +62.0% | -53.8% | -3.4% |
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 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