+70.8%
PAAS vs ALC
-11.2%
+82.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.3% |
| 7D | +8.4% | +4.9% | +3.5% | +6.3% |
| 30D | -7.2% | +19.0% | -26.1% | -13.9% |
| 3M | -14.0% | +7.8% | -21.8% | -16.9% |
| 6M | -26.8% | +14.6% | -41.3% | -31.6% |
| YTD | -19.8% | -4.4% | -15.3% | -19.1% |
| 1Y | +22.8% | +1.4% | +21.4% | +19.9% |
| 3Y | +183.6% | +2.5% | +181.1% | +164.9% |
| All | +70.8% | -11.2% | +82.0% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling