+119.0%
PAAS vs A
-12.8%
+131.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -2.9% | -1.9% | -1.0% | -2.2% |
| 30D | +6.8% | +6.9% | -0.1% | +4.5% |
| 3M | -2.9% | +9.2% | -12.1% | -5.8% |
| 6M | -16.4% | +25.7% | -42.1% | -23.3% |
| YTD | 0.0% | +11.5% | -11.5% | -4.5% |
| 1Y | +54.3% | +18.4% | +36.0% | +43.0% |
| 3Y | +230.7% | +26.6% | +204.1% | +191.6% |
| All | +119.0% | -12.8% | +131.8% | +80.2% |
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 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