+186.4%
PAAS vs BAH
+218.8%
-32.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.7% |
| 7D | +8.8% | -1.5% | +10.3% | +9.0% |
| 30D | -8.5% | +17.3% | -25.7% | -10.1% |
| 3M | -17.0% | +14.9% | -31.9% | -18.4% |
| 6M | -27.9% | +14.2% | -42.1% | -29.3% |
| YTD | -17.5% | +5.1% | -22.6% | -18.7% |
| 1Y | +22.8% | +2.1% | +20.8% | +21.3% |
| 3Y | +224.2% | -26.0% | +250.2% | +225.1% |
| 5Y | +73.6% | +9.0% | +64.7% | +61.3% |
| 10Y | +186.4% | +208.8% | -22.4% | +159.1% |
| All | +186.4% | +218.8% | -32.4% | +159.1% |
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