+119.0%
PAAS vs IRM
+189.3%
-70.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -3.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +6.8% | -8.1% | +14.9% | +10.3% |
| 3M | -2.9% | -9.7% | +6.8% | +1.0% |
| 6M | -16.4% | +10.0% | -26.4% | -20.2% |
| YTD | 0.0% | +43.0% | -43.0% | -15.0% |
| 1Y | +54.3% | +32.7% | +21.7% | +34.6% |
| 3Y | +230.7% | +102.7% | +128.0% | +122.3% |
| All | +119.0% | +189.3% | -70.4% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling