+45.4%
MSFT vs PAAS
+210.2%
-164.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -6.2% | -5.2% | -1.1% | -5.7% |
| 30D | -3.7% | -13.9% | +10.2% | -2.4% |
| 3M | +3.6% | -23.8% | +27.4% | +5.9% |
| 6M | +26.8% | -36.4% | +63.2% | +31.1% |
| YTD | +8.4% | -23.4% | +31.8% | +9.8% |
| 1Y | +3.3% | +5.6% | -2.4% | +1.9% |
| All | +45.4% | +210.2% | -164.7% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling