+1,269.9%
PAAS vs ALB
+2,644.8%
-1,374.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.1% | -1.2% |
| 7D | -2.9% | -8.1% | +5.2% | -0.8% |
| 30D | +6.8% | +6.3% | +0.5% | +4.8% |
| 3M | -2.9% | -23.6% | +20.7% | +3.8% |
| 6M | -16.4% | -24.6% | +8.2% | -11.1% |
| YTD | 0.0% | -10.3% | +10.3% | +1.8% |
| 1Y | +54.3% | +61.5% | -7.1% | +34.7% |
| 3Y | +230.7% | -34.0% | +264.6% | +236.5% |
| 5Y | +111.6% | -44.6% | +156.2% | +114.1% |
| 10Y | +211.7% | +76.1% | +135.6% | +106.1% |
| All | +1,269.9% | +2,644.8% | -1,374.9% | +461.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling