+3,943.2%
O vs PAAS
+971.0%
+2,972.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.9% |
| 7D | +3.7% | +8.4% | -4.7% | +3.1% |
| 30D | +11.2% | -7.2% | +18.4% | +11.7% |
| 3M | -4.0% | -14.0% | +10.0% | -3.1% |
| 6M | -5.2% | -26.8% | +21.5% | -3.5% |
| YTD | +9.5% | -19.8% | +29.3% | +10.0% |
| 1Y | +10.6% | +22.8% | -12.2% | +7.3% |
| 3Y | +38.1% | +183.6% | -145.5% | +23.1% |
| 5Y | +10.2% | +73.8% | -63.6% | +0.8% |
| 10Y | +71.4% | +185.6% | -114.2% | +45.3% |
| All | +3,943.2% | +971.0% | +2,972.1% | +2,992.8% |
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