+1,449.6%
NET vs PAAS
+239.5%
+1,210.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.4% |
| 7D | -7.0% | -2.9% | -4.1% | -6.4% |
| 30D | -4.8% | +6.8% | -11.6% | -6.6% |
| 3M | +3.8% | -2.9% | +6.7% | +3.7% |
| 6M | +50.0% | -16.4% | +66.5% | +53.3% |
| YTD | +41.5% | 0.0% | +41.5% | +36.4% |
| 1Y | +32.8% | +54.3% | -21.5% | +13.6% |
| 3Y | +335.9% | +230.7% | +105.2% | +191.1% |
| 5Y | +113.8% | +111.6% | +2.2% | +53.6% |
| All | +1,449.6% | +239.5% | +1,210.0% | +910.3% |
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