+202.7%
PAAS vs IT
+89.8%
+112.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.8% | +0.5% |
| 7D | +2.0% | -9.1% | +11.1% | +3.5% |
| 30D | -0.1% | -7.0% | +6.9% | +1.0% |
| 3M | +8.2% | +7.6% | +0.6% | +6.0% |
| 6M | -13.8% | +2.1% | -15.9% | -15.3% |
| YTD | -0.6% | -31.6% | +31.0% | +4.9% |
| 1Y | +44.0% | -29.9% | +73.9% | +50.2% |
| 3Y | +246.6% | -51.3% | +297.8% | +286.2% |
| 5Y | +116.1% | -44.8% | +160.9% | +130.1% |
| 10Y | +202.7% | +91.4% | +111.4% | +144.8% |
| All | +202.7% | +89.8% | +112.9% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling