+111.7%
PAAS vs INDA
+122.4%
-10.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -5.2% | +3.1% | -8.3% | -6.5% |
| 30D | -13.9% | +11.3% | -25.2% | -18.0% |
| 3M | -23.8% | +3.0% | -26.8% | -24.8% |
| 6M | -36.4% | +6.5% | -43.0% | -38.1% |
| YTD | -23.4% | -4.6% | -18.8% | -21.6% |
| 1Y | +5.6% | -5.8% | +11.4% | +8.7% |
| 3Y | +209.7% | +16.8% | +192.9% | +190.9% |
| 5Y | +55.6% | +10.4% | +45.2% | +49.4% |
| 10Y | +212.2% | +116.8% | +95.4% | +121.3% |
| All | +111.7% | +122.4% | -10.7% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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