+2,327.9%
NDAQ vs PAAS
+737.9%
+1,590.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.6% |
| 7D | -2.4% | -2.9% | +0.4% | -2.1% |
| 30D | +2.5% | +6.8% | -4.3% | +1.5% |
| 3M | +9.9% | -2.9% | +12.8% | +9.8% |
| 6M | +9.4% | -16.4% | +25.9% | +10.7% |
| YTD | +0.4% | 0.0% | +0.4% | -1.1% |
| 1Y | +4.0% | +54.3% | -50.3% | -3.2% |
| 3Y | +94.4% | +230.7% | -136.3% | +61.1% |
| 5Y | +56.7% | +111.6% | -54.9% | +34.2% |
| 10Y | +375.3% | +211.7% | +163.6% | +260.7% |
| All | +2,327.9% | +737.9% | +1,590.0% | +1,348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling