+178.3%
PAAS vs IRM
+457.8%
-279.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +8.4% | -8.6% | +17.0% | +11.6% |
| 30D | -7.2% | -8.0% | +0.8% | -4.6% |
| 3M | -14.0% | -12.0% | -2.0% | -10.5% |
| 6M | -26.8% | -18.2% | -8.6% | -21.9% |
| YTD | -19.8% | +31.4% | -51.1% | -27.4% |
| 1Y | +22.8% | +9.2% | +13.7% | +18.0% |
| 3Y | +183.6% | +94.6% | +89.1% | +119.8% |
| 5Y | +73.8% | +170.2% | -96.3% | +22.1% |
| All | +178.3% | +457.8% | -279.5% | +31.5% |
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