+321.7%
PAAS vs ALM
+3,431.9%
-3,110.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.6% | +7.4% | -2.2% |
| 7D | -0.4% | -14.5% | +14.1% | -0.4% |
| 30D | -11.6% | -39.0% | +27.4% | -11.5% |
| 3M | -15.6% | -40.3% | +24.7% | -15.5% |
| 6M | -19.1% | -60.3% | +41.2% | -19.0% |
| YTD | -20.9% | -9.8% | -11.2% | -20.8% |
| 1Y | +21.3% | +30.8% | -9.5% | +21.5% |
| 3Y | +177.4% | +772.4% | -595.0% | +178.6% |
| 5Y | +71.3% | +390.7% | -319.4% | +72.0% |
| 10Y | +181.5% | +2,028.5% | -1,847.0% | +185.6% |
| All | +321.7% | +3,431.9% | -3,110.2% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling