+3.8%
MSCI vs PAAS
+71.7%
-67.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.7% | -2.4% |
| 7D | +2.8% | +8.4% | -5.6% | +2.0% |
| 30D | +15.4% | -7.2% | +22.6% | +16.1% |
| 3M | +13.4% | -14.0% | +27.4% | +14.7% |
| 6M | +10.9% | -26.8% | +37.7% | +13.8% |
| YTD | +13.0% | -19.8% | +32.8% | +13.2% |
| 1Y | +12.0% | +22.8% | -10.8% | +5.1% |
| 3Y | +34.1% | +183.6% | -149.5% | +2.2% |
| All | +3.8% | +71.7% | -67.9% | -9.4% |
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