+119.0%
PAAS vs ALB
-44.4%
+163.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.1% | -1.3% |
| 7D | -2.9% | -8.1% | +5.2% | -0.9% |
| 30D | +6.8% | +6.3% | +0.5% | +5.0% |
| 3M | -2.9% | -23.6% | +20.7% | +3.3% |
| 6M | -16.4% | -24.6% | +8.2% | -11.5% |
| YTD | 0.0% | -10.3% | +10.3% | +2.1% |
| 1Y | +54.3% | +61.5% | -7.1% | +39.1% |
| 3Y | +230.7% | -34.0% | +264.6% | +235.9% |
| All | +119.0% | -44.4% | +163.4% | +125.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling