+62.6%
NDAQ vs PAAS
+71.7%
-9.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.8% | +8.4% | -7.6% | +0.1% |
| 30D | +16.5% | -7.2% | +23.7% | +17.2% |
| 3M | +13.5% | -14.0% | +27.5% | +14.6% |
| 6M | +20.9% | -26.8% | +47.7% | +23.7% |
| YTD | +11.4% | -19.8% | +31.2% | +12.0% |
| 1Y | +25.9% | +22.8% | +3.1% | +20.8% |
| 3Y | +119.9% | +183.6% | -63.8% | +84.8% |
| All | +62.6% | +71.7% | -9.1% | +44.8% |
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