+55.6%
PAAS vs ALM
+456.2%
-400.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.2% | -7.2% | +2.0% | -4.1% |
| 30D | -13.9% | -26.4% | +12.4% | -9.9% |
| 3M | -23.8% | -38.6% | +14.8% | -18.3% |
| 6M | -36.4% | -61.0% | +24.6% | -28.0% |
| YTD | -23.4% | -7.4% | -16.0% | -22.1% |
| 1Y | +5.6% | +14.0% | -8.3% | +4.6% |
| 3Y | +209.7% | +844.4% | -634.8% | +142.3% |
| 5Y | +55.6% | +410.8% | -355.2% | +27.7% |
| All | +55.6% | +456.2% | -400.7% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling