-3.1%
PAAS vs AUR
+0.7%
-3.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.5% |
| 7D | -8.9% | -4.5% | -4.4% | -7.5% |
| 30D | -11.4% | -16.6% | +5.2% | -6.7% |
| 3M | -20.4% | -38.5% | +18.0% | -7.9% |
| 6M | -40.7% | -49.9% | +9.2% | -27.2% |
| YTD | -26.9% | +9.6% | -36.6% | -33.8% |
| 1Y | -3.1% | +1.2% | -4.3% | -10.4% |
| All | -3.1% | +0.7% | -3.8% | -10.4% |
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