+9.2%
O vs PAAS
+51.0%
-41.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.2% |
| 7D | -0.4% | -7.0% | +6.6% | +0.1% |
| 30D | +8.3% | -15.3% | +23.6% | +9.5% |
| 3M | -4.0% | -27.7% | +23.8% | -1.9% |
| 6M | -2.6% | -40.5% | +37.8% | +0.9% |
| YTD | +9.9% | -26.5% | +36.4% | +11.0% |
| 1Y | +9.8% | -0.8% | +10.6% | +7.5% |
| 3Y | +39.7% | +196.9% | -157.2% | +17.1% |
| 5Y | +9.2% | +49.2% | -40.0% | +4.6% |
| All | +9.2% | +51.0% | -41.8% | +4.6% |
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