+75.2%
PAAS vs BR
+1,486.0%
-1,410.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.2% | -5.9% |
| 7D | +4.2% | +5.0% | -0.8% | +2.5% |
| 30D | -13.8% | +16.6% | -30.4% | -18.3% |
| 3M | -22.7% | +12.0% | -34.7% | -25.9% |
| 6M | -32.1% | +30.7% | -62.8% | -38.7% |
| YTD | -22.3% | -11.9% | -10.3% | -20.3% |
| 1Y | +7.7% | -11.6% | +19.2% | +10.2% |
| 3Y | +214.0% | +15.0% | +199.0% | +190.8% |
| 5Y | +63.2% | +18.1% | +45.1% | +47.7% |
| 10Y | +185.5% | +278.6% | -93.1% | +62.1% |
| All | +75.2% | +1,486.0% | -1,410.8% | -50.0% |
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