+214.0%
PAAS vs ALM
+830.0%
-616.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -7.2% | +1.4% | -4.5% |
| 7D | +4.2% | -6.3% | +10.5% | +5.4% |
| 30D | -13.8% | -31.4% | +17.6% | -7.8% |
| 3M | -22.7% | -40.6% | +17.9% | -15.6% |
| 6M | -32.1% | -58.6% | +26.5% | -22.1% |
| YTD | -22.3% | -7.6% | -14.7% | -20.3% |
| 1Y | +7.7% | +13.8% | -6.2% | +7.1% |
| 3Y | +214.0% | +842.1% | -628.1% | +161.3% |
| All | +214.0% | +830.0% | -616.0% | +161.3% |
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 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