+67.5%
NDAQ vs PAAS
+51.0%
+16.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.6% |
| 7D | +1.7% | -7.0% | +8.8% | +2.3% |
| 30D | +16.2% | -15.3% | +31.5% | +17.8% |
| 3M | +14.0% | -27.7% | +41.7% | +17.0% |
| 6M | +22.3% | -40.5% | +62.7% | +27.5% |
| YTD | +13.0% | -26.5% | +39.5% | +14.5% |
| 1Y | +24.0% | -0.8% | +24.8% | +21.5% |
| 3Y | +117.1% | +196.9% | -79.9% | +80.6% |
| 5Y | +67.5% | +49.2% | +18.4% | +55.5% |
| All | +67.5% | +51.0% | +16.6% | +55.5% |
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