+998.5%
PAAS vs BBWI
+809.2%
+189.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.7% | +1.8% |
| 7D | +8.4% | -6.2% | +14.6% | +9.2% |
| 30D | -7.2% | +19.9% | -27.1% | -9.1% |
| 3M | -14.0% | +7.1% | -21.2% | -15.1% |
| 6M | -26.8% | +13.7% | -40.4% | -28.4% |
| YTD | -19.8% | +9.6% | -29.4% | -21.8% |
| 1Y | +22.8% | -1.6% | +24.5% | +20.6% |
| 3Y | +183.6% | -25.9% | +209.5% | +182.1% |
| 5Y | +73.8% | -67.8% | +141.6% | +84.1% |
| 10Y | +185.6% | -43.5% | +229.0% | +163.3% |
| All | +998.5% | +809.2% | +189.3% | +685.2% |
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