+195.2%
PAAS vs AS
+137.8%
+57.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -4.0% | -5.4% |
| 7D | +4.2% | +4.5% | -0.3% | +3.2% |
| 30D | -13.8% | +13.2% | -27.0% | -16.2% |
| 3M | -22.7% | -11.9% | -10.8% | -20.6% |
| 6M | -32.1% | -11.6% | -20.5% | -30.5% |
| YTD | -22.3% | -14.7% | -7.6% | -20.0% |
| 1Y | +7.7% | +5.7% | +2.0% | +7.0% |
| All | +195.2% | +137.8% | +57.5% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling