+125.5%
PAAS vs BR
+1,321.0%
-1,195.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.3% |
| 7D | -2.9% | -5.3% | +2.4% | -1.1% |
| 30D | +6.8% | +6.4% | +0.3% | +4.6% |
| 3M | -2.9% | +13.6% | -16.5% | -7.5% |
| 6M | -16.4% | -6.7% | -9.7% | -15.4% |
| YTD | 0.0% | -21.1% | +21.1% | +6.9% |
| 1Y | +54.3% | -29.6% | +83.9% | +71.5% |
| 3Y | +230.7% | -2.4% | +233.0% | +224.4% |
| 5Y | +111.6% | +11.2% | +100.4% | +95.8% |
| 10Y | +211.7% | +191.8% | +19.9% | +95.1% |
| All | +125.5% | +1,321.0% | -1,195.4% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling