+327.9%
PAAS vs ALC
+24.0%
+303.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.5% |
| 7D | -2.9% | -2.1% | -0.8% | -2.1% |
| 30D | +6.8% | -0.1% | +6.9% | +6.8% |
| 3M | -2.9% | +5.9% | -8.8% | -5.5% |
| 6M | -16.4% | -15.9% | -0.5% | -11.2% |
| YTD | 0.0% | -10.1% | +10.1% | +3.2% |
| 1Y | +54.3% | -10.2% | +64.5% | +58.8% |
| 3Y | +230.7% | -13.6% | +244.2% | +240.0% |
| 5Y | +111.6% | -15.1% | +126.8% | +113.1% |
| All | +327.9% | +24.0% | +303.9% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling