+252.0%
PAAS vs AUR
+86.2%
+165.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +2.6% | +11.1% | -8.5% | +0.9% |
| 30D | +2.5% | -6.9% | +9.4% | +3.4% |
| 3M | +15.1% | +5.5% | +9.6% | +13.4% |
| 6M | -12.1% | +41.0% | -53.1% | -17.1% |
| YTD | +3.1% | +69.3% | -66.2% | -5.1% |
| 1Y | +50.8% | +14.0% | +36.8% | +45.0% |
| All | +252.0% | +86.2% | +165.7% | +177.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling