+126.3%
PAAS vs BR
+7.6%
+118.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +2.6% | -5.0% | +7.7% | +4.2% |
| 30D | +2.5% | -2.5% | +4.9% | +3.3% |
| 3M | +15.1% | +13.5% | +1.6% | +10.2% |
| 6M | -12.1% | -9.4% | -2.6% | -9.1% |
| YTD | +3.1% | -23.3% | +26.3% | +13.4% |
| 1Y | +50.8% | -31.6% | +82.4% | +74.6% |
| 3Y | +259.5% | -5.1% | +264.6% | +255.5% |
| 5Y | +126.3% | +8.2% | +118.1% | +101.1% |
| All | +126.3% | +7.6% | +118.7% | +101.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling