+186.4%
PAAS vs ACM
+147.1%
+39.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +1.6% |
| 7D | +8.8% | +6.9% | +1.9% | +7.1% |
| 30D | -8.5% | +19.1% | -27.5% | -12.3% |
| 3M | -17.0% | -6.9% | -10.1% | -15.9% |
| 6M | -27.9% | -12.0% | -15.9% | -26.3% |
| YTD | -17.5% | -25.1% | +7.7% | -12.1% |
| 1Y | +22.8% | -45.4% | +68.2% | +41.6% |
| 3Y | +224.2% | -6.9% | +231.1% | +223.7% |
| 5Y | +73.6% | +3.7% | +69.9% | +68.9% |
| 10Y | +186.4% | +135.8% | +50.6% | +151.4% |
| All | +186.4% | +147.1% | +39.2% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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