+212.2%
PAAS vs BAH
+211.3%
+0.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -5.2% | -1.6% | -3.6% | -5.0% |
| 30D | -13.9% | +18.0% | -31.9% | -15.6% |
| 3M | -23.8% | +11.4% | -35.2% | -24.9% |
| 6M | -36.4% | +17.7% | -54.1% | -37.9% |
| YTD | -23.4% | +5.4% | -28.7% | -24.6% |
| 1Y | +5.6% | +2.8% | +2.9% | +4.2% |
| 3Y | +209.7% | -26.7% | +236.3% | +211.1% |
| 5Y | +55.6% | +8.1% | +47.5% | +44.4% |
| 10Y | +212.2% | +202.5% | +9.7% | +166.9% |
| All | +212.2% | +211.3% | +0.9% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling