+227.9%
PAAS vs ALC
+27.5%
+200.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.5% |
| 7D | -5.2% | -6.3% | +1.1% | -2.7% |
| 30D | -13.9% | +12.6% | -26.5% | -17.9% |
| 3M | -23.8% | -3.8% | -19.9% | -22.8% |
| 6M | -36.4% | +16.8% | -53.2% | -40.7% |
| YTD | -23.4% | -7.6% | -15.7% | -21.9% |
| 1Y | +5.6% | -5.9% | +11.5% | +6.6% |
| 3Y | +209.7% | +0.6% | +209.1% | +197.8% |
| 5Y | +55.6% | -9.5% | +65.0% | +53.1% |
| All | +227.9% | +27.5% | +200.5% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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