+20.7%
PAAS vs IRE
-97.3%
+118.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.1% |
| 7D | +8.8% | -15.5% | +24.4% | +8.4% |
| 30D | -8.5% | -70.4% | +61.9% | -2.1% |
| 3M | -17.0% | -81.6% | +64.6% | -9.1% |
| 6M | -27.9% | -94.7% | +66.8% | -17.0% |
| YTD | -17.5% | -91.8% | +74.3% | -10.1% |
| 1Y | +22.8% | -97.6% | +120.4% | +31.7% |
| All | +20.7% | -97.3% | +118.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling