+212.2%
PAAS vs IRM
+514.0%
-301.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | -5.2% | -5.3% | +0.1% | -3.6% |
| 30D | -13.9% | -2.3% | -11.6% | -13.4% |
| 3M | -23.8% | -7.4% | -16.4% | -22.0% |
| 6M | -36.4% | -12.2% | -24.2% | -33.8% |
| YTD | -23.4% | +38.6% | -62.0% | -31.8% |
| 1Y | +5.6% | +14.9% | -9.3% | -0.3% |
| 3Y | +209.7% | +108.2% | +101.5% | +135.1% |
| 5Y | +55.6% | +183.8% | -128.3% | +7.7% |
| 10Y | +212.2% | +512.6% | -300.4% | +39.9% |
| All | +212.2% | +514.0% | -301.7% | +39.9% |
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