+48.1%
PAAS vs A
+11.8%
+36.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -8.9% | -0.5% | -8.5% | -8.7% |
| 30D | -11.4% | 0.0% | -11.4% | -11.3% |
| 3M | -20.4% | +16.7% | -37.1% | -24.7% |
| 6M | -40.7% | +54.8% | -95.5% | -49.5% |
| YTD | -26.9% | +28.8% | -55.7% | -33.9% |
| 1Y | -3.1% | +19.3% | -22.4% | -9.8% |
| 3Y | +199.3% | +65.5% | +133.7% | +136.2% |
| All | +48.1% | +11.8% | +36.3% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling