+58.6%
PAAS vs BTDR
-35.9%
+94.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.0% | -2.8% | -5.6% |
| 7D | +4.2% | -7.4% | +11.5% | +4.5% |
| 30D | -13.8% | -33.4% | +19.6% | -11.6% |
| 3M | -22.7% | -26.3% | +3.6% | -21.4% |
| 6M | -32.1% | -52.4% | +20.3% | -29.4% |
| YTD | -22.3% | -42.8% | +20.5% | -20.5% |
| 1Y | +7.7% | -63.7% | +71.3% | +12.0% |
| 3Y | +214.0% | +61.5% | +152.6% | +199.9% |
| 5Y | +63.2% | -35.6% | +98.9% | +57.3% |
| All | +58.6% | -35.9% | +94.5% | +51.5% |
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