+1,269.9%
PAAS vs BBWI
+730.5%
+539.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.8% | -5.2% | -2.7% |
| 7D | -2.9% | +1.5% | -4.4% | -3.1% |
| 30D | +6.8% | -5.2% | +12.0% | +7.1% |
| 3M | -2.9% | +11.1% | -14.0% | -4.5% |
| 6M | -16.4% | -13.4% | -3.1% | -15.9% |
| YTD | 0.0% | +0.1% | -0.1% | -1.2% |
| 1Y | +54.3% | -36.1% | +90.5% | +59.0% |
| 3Y | +230.7% | -44.1% | +274.8% | +239.5% |
| 5Y | +111.6% | -66.2% | +177.9% | +123.6% |
| 10Y | +211.7% | -54.8% | +266.5% | +195.3% |
| All | +1,269.9% | +730.5% | +539.4% | +891.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling