+224.2%
PAAS vs ALB
-13.4%
+237.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +8.8% | +9.5% | -0.6% | +6.1% |
| 30D | -8.5% | -2.1% | -6.3% | -7.9% |
| 3M | -17.0% | -24.1% | +7.1% | -10.8% |
| 6M | -27.9% | -51.0% | +23.1% | -12.9% |
| YTD | -17.5% | -29.3% | +11.9% | -9.9% |
| 1Y | +22.8% | +3.2% | +19.7% | +23.3% |
| 3Y | +224.2% | -9.3% | +233.5% | +220.0% |
| All | +224.2% | -13.4% | +237.6% | +220.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling