+183.6%
PAAS vs ALM
+825.4%
-641.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.7% | +1.1% |
| 7D | +8.4% | -6.7% | +15.1% | +9.7% |
| 30D | -7.2% | -32.9% | +25.7% | -0.4% |
| 3M | -14.0% | -39.5% | +25.5% | -6.4% |
| 6M | -26.8% | -62.0% | +35.2% | -14.9% |
| YTD | -19.8% | -7.8% | -12.0% | -17.8% |
| 1Y | +22.8% | +26.7% | -3.8% | +20.6% |
| 3Y | +183.6% | +825.4% | -641.7% | +132.4% |
| All | +183.6% | +825.4% | -641.7% | +132.4% |
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