+41.1%
PAAS vs AUR
+10.3%
+30.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.6% | -3.4% |
| 7D | -3.7% | +0.2% | -3.9% | -3.8% |
| 30D | -1.9% | -8.9% | +7.1% | +0.7% |
| 3M | +15.1% | +4.6% | +10.4% | +10.8% |
| 6M | -17.1% | +44.9% | -62.0% | -29.5% |
| YTD | -1.3% | +64.8% | -66.2% | -20.1% |
| 1Y | +41.1% | +16.4% | +24.7% | +23.8% |
| All | +41.1% | +10.3% | +30.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling