+196.2%
PAAS vs ALB
+32.4%
+163.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -8.9% | -5.8% | -3.2% | -7.7% |
| 30D | -11.4% | -4.5% | -6.9% | -10.4% |
| 3M | -20.4% | -28.1% | +7.6% | -14.5% |
| 6M | -40.7% | -53.2% | +12.5% | -30.1% |
| YTD | -26.9% | -33.3% | +6.4% | -20.5% |
| 1Y | -3.1% | -17.4% | +14.4% | +1.1% |
| 3Y | +199.3% | -14.1% | +213.4% | +194.3% |
| 5Y | +48.3% | -64.0% | +112.3% | +65.8% |
| All | +196.2% | +32.4% | +163.8% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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