+171.3%
PAAS vs BUD
+215.1%
-43.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | -5.2% | +0.5% | -5.7% | -5.4% |
| 30D | -13.9% | +7.4% | -21.3% | -15.9% |
| 3M | -23.8% | +4.3% | -28.1% | -25.0% |
| 6M | -36.4% | +5.3% | -41.7% | -37.8% |
| YTD | -23.4% | +33.2% | -56.6% | -30.3% |
| 1Y | +5.6% | +31.8% | -26.1% | -3.7% |
| 3Y | +209.7% | +47.8% | +161.9% | +171.6% |
| 5Y | +55.6% | +50.2% | +5.4% | +34.1% |
| 10Y | +212.2% | -4.8% | +217.0% | +188.2% |
| All | +171.3% | +215.1% | -43.7% | +48.0% |
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