+199.5%
PAAS vs A
+246.7%
-47.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -2.9% | -1.9% | -1.0% | -2.3% |
| 30D | +6.8% | +6.9% | -0.1% | +4.8% |
| 3M | -2.9% | +9.2% | -12.1% | -5.5% |
| 6M | -16.4% | +25.7% | -42.1% | -22.4% |
| YTD | 0.0% | +11.5% | -11.5% | -4.0% |
| 1Y | +54.3% | +18.4% | +36.0% | +44.7% |
| 3Y | +230.7% | +26.6% | +204.1% | +199.0% |
| 5Y | +111.6% | -12.8% | +124.4% | +107.5% |
| All | +199.5% | +246.7% | -47.2% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling