+534.2%
PAAS vs AR
-27.2%
+561.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | -2.9% | +2.5% | -5.4% | -3.2% |
| 30D | +6.8% | +14.8% | -8.0% | +4.9% |
| 3M | -2.9% | +6.2% | -9.1% | -3.8% |
| 6M | -16.4% | +4.3% | -20.7% | -17.5% |
| YTD | 0.0% | +14.4% | -14.3% | -2.7% |
| 1Y | +54.3% | +21.3% | +33.0% | +48.7% |
| 3Y | +230.7% | +39.8% | +190.9% | +209.0% |
| 5Y | +111.6% | +142.1% | -30.4% | +81.8% |
| 10Y | +211.7% | +52.0% | +159.7% | +229.1% |
| All | +534.2% | -27.2% | +561.4% | +643.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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