+186.4%
PAAS vs ALM
+2,221.4%
-2,035.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +2.1% |
| 7D | +8.8% | +0.7% | +8.1% | +8.7% |
| 30D | -8.5% | -26.1% | +17.6% | -5.8% |
| 3M | -17.0% | -38.1% | +21.1% | -13.3% |
| 6M | -27.9% | -55.4% | +27.5% | -22.8% |
| YTD | -17.5% | -0.4% | -17.1% | -17.2% |
| 1Y | +22.8% | +25.4% | -2.5% | +20.8% |
| 3Y | +224.2% | +907.8% | -683.5% | +173.5% |
| 5Y | +73.6% | +440.2% | -366.5% | +48.4% |
| 10Y | +186.4% | +2,031.1% | -1,844.8% | +125.3% |
| All | +186.4% | +2,221.4% | -2,035.1% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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