+104.1%
PAAS vs BTDR
+23.8%
+80.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.9% | -6.3% | -2.7% |
| 7D | -2.9% | +20.0% | -22.9% | -4.2% |
| 30D | +6.8% | +11.9% | -5.1% | +5.7% |
| 3M | -2.9% | -36.9% | +34.0% | -0.9% |
| 6M | -16.4% | +56.5% | -72.9% | -19.2% |
| YTD | 0.0% | +10.4% | -10.4% | -1.9% |
| 1Y | +54.3% | +3.1% | +51.2% | +50.8% |
| 3Y | +230.7% | -2.6% | +233.3% | +211.4% |
| 5Y | +111.6% | +25.2% | +86.5% | +96.7% |
| All | +104.1% | +23.8% | +80.3% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling