+248.2%
PAAS vs ALM
+2,063.1%
-1,814.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -2.9% | -2.6% | -0.3% | -2.4% |
| 30D | +6.8% | +32.0% | -25.2% | +1.7% |
| 3M | -2.9% | -15.0% | +12.2% | -1.3% |
| 6M | -16.4% | -10.1% | -6.3% | -16.8% |
| YTD | 0.0% | +99.4% | -99.4% | -10.6% |
| 1Y | +54.3% | +316.4% | -262.0% | +24.1% |
| All | +248.2% | +2,063.1% | -1,814.9% | +113.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling