+213.5%
PAAS vs IRM
+440.8%
-227.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.3% |
| 7D | -1.9% | -1.4% | -0.5% | -1.5% |
| 30D | -3.6% | -7.4% | +3.8% | -1.2% |
| 3M | +8.6% | -7.4% | +15.9% | +11.0% |
| 6M | -16.7% | +8.7% | -25.4% | -19.4% |
| YTD | -1.9% | +40.9% | -42.9% | -13.4% |
| 1Y | +38.0% | +20.5% | +17.5% | +28.0% |
| 3Y | +234.9% | +101.7% | +133.2% | +154.9% |
| 5Y | +119.5% | +197.7% | -78.2% | +47.9% |
| All | +213.5% | +440.8% | -227.3% | +65.2% |
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