+110.3%
PAAS vs BTDR
+23.3%
+87.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +3.9% |
| 7D | +2.6% | +14.8% | -12.2% | +1.6% |
| 30D | +2.5% | +41.8% | -39.3% | 0.0% |
| 3M | +15.1% | -29.2% | +44.3% | +16.6% |
| 6M | -12.1% | +66.2% | -78.2% | -15.2% |
| YTD | +3.1% | +10.0% | -6.9% | +1.1% |
| 1Y | +50.8% | -11.0% | +61.8% | +48.3% |
| 3Y | +259.5% | +6.9% | +252.6% | +237.5% |
| 5Y | +126.3% | +24.7% | +101.6% | +110.4% |
| All | +110.3% | +23.3% | +87.0% | +92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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