+216.6%
PAAS vs BBWI
-45.1%
+261.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.8% |
| 7D | +4.2% | -4.2% | +8.4% | +4.6% |
| 30D | -13.8% | +24.9% | -38.6% | -15.8% |
| 3M | -22.7% | +13.2% | -35.9% | -24.0% |
| 6M | -32.1% | +12.1% | -44.2% | -33.4% |
| YTD | -22.3% | +11.1% | -33.4% | -24.2% |
| 1Y | +7.7% | +0.7% | +6.9% | +5.6% |
| 3Y | +214.0% | -23.8% | +237.8% | +212.4% |
| 5Y | +63.2% | -66.9% | +130.1% | +70.5% |
| All | +216.6% | -45.1% | +261.7% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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