+200.3%
PAAS vs AS
+133.7%
+66.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.6% |
| 7D | -0.4% | +7.1% | -7.5% | -2.0% |
| 30D | -11.6% | +12.8% | -24.5% | -14.1% |
| 3M | -15.6% | -14.7% | -0.9% | -12.6% |
| 6M | -19.1% | -9.9% | -9.2% | -17.6% |
| YTD | -20.9% | -16.1% | -4.8% | -18.3% |
| 1Y | +21.3% | +0.2% | +21.1% | +21.7% |
| All | +200.3% | +133.7% | +66.6% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling