+221.5%
PAAS vs BOXX
+18.5%
+203.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.5% |
| 7D | -1.9% | +0.1% | -2.0% | -1.8% |
| 30D | -3.6% | +0.3% | -3.9% | -3.2% |
| 3M | +8.6% | +1.0% | +7.5% | +9.2% |
| 6M | -16.7% | +1.9% | -18.6% | -16.0% |
| YTD | -1.9% | +2.7% | -4.6% | +0.1% |
| 1Y | +38.0% | +4.0% | +34.0% | +46.7% |
| 3Y | +234.9% | +14.7% | +220.3% | +456.8% |
| All | +221.5% | +18.5% | +203.1% | +315.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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