+212.2%
PAAS vs ALM
+2,084.7%
-1,872.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.2% | -7.2% | +2.0% | -4.5% |
| 30D | -13.9% | -26.4% | +12.4% | -11.4% |
| 3M | -23.8% | -38.6% | +14.8% | -20.3% |
| 6M | -36.4% | -61.0% | +24.6% | -31.1% |
| YTD | -23.4% | -7.4% | -16.0% | -22.5% |
| 1Y | +5.6% | +14.0% | -8.3% | +4.9% |
| 3Y | +209.7% | +844.4% | -634.8% | +164.0% |
| 5Y | +55.6% | +410.8% | -355.2% | +34.3% |
| 10Y | +212.2% | +2,084.7% | -1,872.5% | +150.8% |
| All | +212.2% | +2,084.7% | -1,872.5% | +150.8% |
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