+64.5%
PAAS vs AUR
-36.6%
+101.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -2.9% | +8.7% | -11.6% | -3.8% |
| 30D | +6.8% | -5.2% | +12.0% | +7.3% |
| 3M | -2.9% | -7.3% | +4.4% | -2.5% |
| 6M | -16.4% | +41.2% | -57.6% | -19.7% |
| YTD | 0.0% | +65.1% | -65.1% | -5.2% |
| 1Y | +54.3% | +13.4% | +40.9% | +50.6% |
| 3Y | +230.7% | +98.1% | +132.5% | +188.9% |
| 5Y | +111.6% | -36.0% | +147.7% | +72.6% |
| All | +64.5% | -36.6% | +101.1% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling