+188.9%
PAAS vs BAH
+220.7%
-31.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +1.9% |
| 7D | +8.4% | -3.5% | +11.9% | +8.8% |
| 30D | -7.2% | +24.3% | -31.4% | -9.5% |
| 3M | -14.0% | +16.3% | -30.3% | -15.6% |
| 6M | -26.8% | +13.6% | -40.3% | -28.2% |
| YTD | -19.8% | +3.5% | -23.3% | -20.9% |
| 1Y | +22.8% | +2.7% | +20.1% | +21.2% |
| 3Y | +183.6% | -26.6% | +210.2% | +184.5% |
| 5Y | +73.8% | +8.5% | +65.3% | +61.4% |
| All | +188.9% | +220.7% | -31.8% | +150.3% |
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