+1,637.4%
PAAS vs EXEL
+273.2%
+1,364.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -2.9% | +8.4% | -11.3% | -3.3% |
| 30D | +6.8% | +4.1% | +2.7% | +6.5% |
| 3M | -2.9% | +12.4% | -15.3% | -3.6% |
| 6M | -16.4% | +41.5% | -58.0% | -18.1% |
| YTD | 0.0% | +34.6% | -34.6% | -1.7% |
| 1Y | +54.3% | +57.9% | -3.5% | +50.2% |
| 3Y | +230.7% | +159.5% | +71.2% | +210.8% |
| 5Y | +111.6% | +198.5% | -86.8% | +96.6% |
| 10Y | +211.7% | +411.4% | -199.6% | +172.2% |
| All | +1,637.4% | +273.2% | +1,364.2% | +1,183.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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