+15.6%
PAAS vs IRE
-98.0%
+113.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -33.9% | +31.8% | +0.3% |
| 7D | -0.4% | -57.1% | +56.7% | +4.7% |
| 30D | -11.6% | -84.4% | +72.8% | -0.6% |
| 3M | -15.6% | -85.0% | +69.4% | -5.9% |
| 6M | -19.1% | -95.2% | +76.1% | -6.1% |
| YTD | -20.9% | -93.9% | +73.0% | -11.6% |
| 1Y | +21.3% | -98.8% | +120.1% | +31.8% |
| All | +15.6% | -98.0% | +113.6% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling