+80.8%
PAAS vs COMP
-47.7%
+128.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | +6.8% | -13.3% | +20.1% | +8.7% |
| 3M | -2.9% | +41.1% | -44.0% | -7.9% |
| 6M | -16.4% | +17.2% | -33.6% | -19.4% |
| YTD | 0.0% | +5.2% | -5.2% | -2.5% |
| 1Y | +54.3% | +18.9% | +35.4% | +47.4% |
| 3Y | +230.7% | +215.9% | +14.8% | +161.6% |
| 5Y | +111.6% | -31.2% | +142.8% | +70.8% |
| All | +80.8% | -47.7% | +128.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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