+116.1%
PAAS vs BTDR
+28.1%
+88.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -0.8% |
| 7D | +2.0% | +22.4% | -20.4% | +0.5% |
| 30D | -0.1% | +16.5% | -16.5% | -1.4% |
| 3M | +8.2% | -31.5% | +39.7% | +9.9% |
| 6M | -13.8% | +74.0% | -87.8% | -17.1% |
| YTD | -0.6% | +13.0% | -13.7% | -2.7% |
| 1Y | +44.0% | -0.2% | +44.2% | +40.8% |
| 3Y | +246.6% | +9.9% | +236.7% | +224.8% |
| 5Y | +116.1% | +28.1% | +88.0% | +97.9% |
| All | +116.1% | +28.1% | +88.0% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling