+216.6%
PAAS vs A
+311.0%
-94.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.6% | -5.5% |
| 7D | +4.2% | +1.4% | +2.8% | +3.8% |
| 30D | -13.8% | +4.3% | -18.1% | -14.8% |
| 3M | -22.7% | +19.8% | -42.5% | -26.8% |
| 6M | -32.1% | +54.4% | -86.5% | -40.5% |
| YTD | -22.3% | +31.7% | -54.0% | -29.0% |
| 1Y | +7.7% | +22.4% | -14.8% | +0.4% |
| 3Y | +214.0% | +67.7% | +146.3% | +162.0% |
| 5Y | +63.2% | +15.7% | +47.5% | +48.2% |
| All | +216.6% | +311.0% | -94.4% | +157.8% |
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