+41.1%
PAAS vs BR
-31.2%
+72.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.3% | -4.2% |
| 7D | -3.7% | -6.0% | +2.3% | -4.6% |
| 30D | -1.9% | -0.9% | -1.0% | -1.7% |
| 3M | +15.1% | +16.4% | -1.3% | +19.5% |
| 6M | -17.1% | -8.2% | -8.9% | -18.4% |
| YTD | -1.3% | -23.2% | +21.9% | -5.2% |
| 1Y | +41.1% | -30.9% | +72.0% | +41.4% |
| All | +41.1% | -31.2% | +72.3% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling