+82.7%
PAAS vs BAH
+886.2%
-803.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.2% |
| 7D | -2.9% | -3.2% | +0.3% | -2.4% |
| 30D | +6.8% | +2.0% | +4.8% | +6.4% |
| 3M | -2.9% | -7.6% | +4.7% | -1.9% |
| 6M | -16.4% | -5.7% | -10.8% | -16.4% |
| YTD | 0.0% | -11.7% | +11.8% | +0.8% |
| 1Y | +54.3% | -27.4% | +81.7% | +60.5% |
| 3Y | +230.7% | -32.5% | +263.2% | +237.7% |
| 5Y | +111.6% | -3.3% | +115.0% | +98.0% |
| 10Y | +211.7% | +186.0% | +25.7% | +122.9% |
| All | +82.7% | +886.2% | -803.5% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling