+70.8%
PAAS vs BAH
+8.3%
+62.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.9% | +1.8% |
| 7D | +8.4% | -3.5% | +11.9% | +8.7% |
| 30D | -7.2% | +24.3% | -31.4% | -9.0% |
| 3M | -14.0% | +16.3% | -30.3% | -15.3% |
| 6M | -26.8% | +13.6% | -40.3% | -27.9% |
| YTD | -19.8% | +3.5% | -23.3% | -20.6% |
| 1Y | +22.8% | +2.7% | +20.1% | +21.5% |
| 3Y | +183.6% | -26.6% | +210.2% | +177.8% |
| All | +70.8% | +8.3% | +62.5% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling