+186.4%
PAAS vs IRM
+480.4%
-294.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.5% |
| 7D | +8.8% | -3.8% | +12.6% | +10.1% |
| 30D | -8.5% | -3.2% | -5.3% | -7.5% |
| 3M | -17.0% | -7.8% | -9.2% | -15.0% |
| 6M | -27.9% | -12.7% | -15.2% | -24.7% |
| YTD | -17.5% | +36.7% | -54.2% | -26.3% |
| 1Y | +22.8% | +10.0% | +12.8% | +17.6% |
| 3Y | +224.2% | +107.2% | +117.0% | +146.1% |
| 5Y | +73.6% | +181.6% | -107.9% | +20.3% |
| 10Y | +186.4% | +481.1% | -294.8% | +33.5% |
| All | +186.4% | +480.4% | -294.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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