+224.2%
PAAS vs ALC
+2.4%
+221.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +8.8% | +2.1% | +6.8% | +8.2% |
| 30D | -8.5% | +17.2% | -25.7% | -12.9% |
| 3M | -17.0% | +4.6% | -21.6% | -18.3% |
| 6M | -27.9% | +20.1% | -48.0% | -32.4% |
| YTD | -17.5% | -4.2% | -13.3% | -16.3% |
| 1Y | +22.8% | +2.1% | +20.8% | +20.9% |
| 3Y | +224.2% | +4.5% | +219.7% | +197.8% |
| All | +224.2% | +2.4% | +221.9% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling