+126.3%
PAAS vs AUR
-34.3%
+160.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +2.6% | +11.1% | -8.5% | +1.5% |
| 30D | +2.5% | -6.9% | +9.4% | +3.1% |
| 3M | +15.1% | +5.5% | +9.6% | +14.0% |
| 6M | -12.1% | +41.0% | -53.1% | -15.5% |
| YTD | +3.1% | +69.3% | -66.2% | -2.6% |
| 1Y | +50.8% | +14.0% | +36.8% | +47.0% |
| 3Y | +259.5% | +90.1% | +169.4% | +214.5% |
| 5Y | +126.3% | -34.4% | +160.7% | +87.1% |
| All | +126.3% | -34.3% | +160.6% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling