+13.6%
PAAS vs IRE
-97.7%
+111.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -15.8% | +10.0% | -4.7% |
| 7D | +4.2% | -41.9% | +46.1% | +6.9% |
| 30D | -13.8% | -75.1% | +61.3% | -6.7% |
| 3M | -22.7% | -82.4% | +59.7% | -15.1% |
| 6M | -32.1% | -95.5% | +63.4% | -20.8% |
| YTD | -22.3% | -93.1% | +70.8% | -14.3% |
| 1Y | +7.7% | -97.8% | +105.4% | +17.2% |
| All | +13.6% | -97.7% | +111.3% | +24.8% |
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