+26.1%
PAAS vs IT
-17.9%
+44.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +8.4% |
| 7D | -1.1% | -5.5% | +4.4% | -1.3% |
| 30D | -8.5% | +10.3% | -18.8% | -8.0% |
| 3M | -7.3% | +11.5% | -18.8% | -6.5% |
| 6M | -18.3% | +40.3% | -58.5% | -15.5% |
| YTD | -19.2% | -17.9% | -1.3% | -15.3% |
| 1Y | +26.1% | -8.8% | +34.9% | +32.0% |
| All | +26.1% | -17.9% | +44.0% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling