+213.5%
PAAS vs BR
+189.7%
+23.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.9% | -3.0% | +1.0% | -1.1% |
| 30D | -3.6% | -0.3% | -3.3% | -3.5% |
| 3M | +8.6% | +17.3% | -8.7% | +3.2% |
| 6M | -16.7% | -6.7% | -10.0% | -15.4% |
| YTD | -1.9% | -23.4% | +21.5% | +5.5% |
| 1Y | +38.0% | -32.7% | +70.7% | +55.0% |
| 3Y | +234.9% | -5.9% | +240.8% | +234.5% |
| 5Y | +119.5% | +8.4% | +111.0% | +106.0% |
| All | +213.5% | +189.7% | +23.8% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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