+196.2%
PAAS vs ALM
+2,100.8%
-1,904.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.7% | -8.3% | -1.4% |
| 7D | -8.9% | +1.2% | -10.1% | -9.0% |
| 30D | -11.4% | -19.3% | +7.9% | -9.6% |
| 3M | -20.4% | -40.6% | +20.2% | -16.6% |
| 6M | -40.7% | -57.9% | +17.2% | -36.2% |
| YTD | -26.9% | -6.7% | -20.2% | -26.2% |
| 1Y | -3.1% | +20.2% | -23.2% | -4.1% |
| 3Y | +199.3% | +879.4% | -680.2% | +154.5% |
| 5Y | +48.3% | +415.3% | -367.0% | +27.9% |
| All | +196.2% | +2,100.8% | -1,904.6% | +137.7% |
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