+5.6%
PAAS vs ALB
-5.3%
+10.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -5.2% | +1.1% | -6.2% | -5.6% |
| 30D | -13.9% | -2.6% | -11.4% | -12.9% |
| 3M | -23.8% | -25.6% | +1.8% | -14.1% |
| 6M | -36.4% | -54.0% | +17.6% | -11.8% |
| YTD | -23.4% | -31.6% | +8.2% | -15.0% |
| 1Y | +5.6% | -6.6% | +12.2% | +4.1% |
| All | +5.6% | -5.3% | +10.9% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling