+14.9%
O vs PAAS
+113.1%
-98.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | -0.7% | -2.9% | +2.2% | -0.5% |
| 30D | -1.9% | +6.8% | -8.7% | -2.5% |
| 3M | +3.8% | -2.9% | +6.7% | +3.8% |
| 6M | -4.7% | -16.4% | +11.7% | -3.8% |
| YTD | +12.5% | 0.0% | +12.5% | +11.1% |
| 1Y | +10.8% | +54.3% | -43.5% | +4.3% |
| 3Y | +28.8% | +230.7% | -201.9% | +7.4% |
| All | +14.9% | +113.1% | -98.2% | 0.0% |
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