+179.9%
PAAS vs BUD
+219.3%
-39.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.7% |
| 7D | -0.4% | +7.1% | -7.6% | -2.4% |
| 30D | -11.6% | +12.7% | -24.3% | -14.8% |
| 3M | -15.6% | 0.0% | -15.6% | -15.9% |
| 6M | -19.1% | +7.6% | -26.7% | -21.4% |
| YTD | -20.9% | +35.0% | -56.0% | -28.4% |
| 1Y | +21.3% | +37.6% | -16.3% | +9.1% |
| 3Y | +177.4% | +51.5% | +125.9% | +141.5% |
| 5Y | +71.3% | +50.2% | +21.1% | +47.6% |
| 10Y | +181.5% | -7.2% | +188.7% | +162.4% |
| All | +179.9% | +219.3% | -39.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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