+63.2%
PAAS vs ACM
+4.8%
+58.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -6.0% |
| 7D | +4.2% | +6.6% | -2.4% | +1.8% |
| 30D | -13.8% | +19.8% | -33.6% | -19.2% |
| 3M | -22.7% | -3.1% | -19.6% | -22.3% |
| 6M | -32.1% | -11.5% | -20.6% | -29.8% |
| YTD | -22.3% | -24.7% | +2.4% | -14.0% |
| 1Y | +7.7% | -45.1% | +52.7% | +36.5% |
| 3Y | +214.0% | -8.9% | +222.9% | +201.0% |
| 5Y | +63.2% | +5.4% | +57.8% | +43.6% |
| All | +63.2% | +4.8% | +58.4% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling