+223.5%
PAAS vs BOXX
+18.4%
+205.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.2% |
| 7D | -3.7% | 0.0% | -3.8% | -3.6% |
| 30D | -1.9% | +0.3% | -2.1% | -1.5% |
| 3M | +15.1% | +1.0% | +14.1% | +15.6% |
| 6M | -17.1% | +1.9% | -19.0% | -16.5% |
| YTD | -1.3% | +2.6% | -4.0% | +0.7% |
| 1Y | +41.1% | +4.0% | +37.1% | +49.9% |
| 3Y | +244.2% | +14.6% | +229.6% | +472.0% |
| All | +223.5% | +18.4% | +205.1% | +318.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling