+70.8%
PAAS vs IT
-43.2%
+114.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +1.9% |
| 7D | +8.4% | -16.9% | +25.3% | +10.5% |
| 30D | -7.2% | +2.3% | -9.5% | -7.8% |
| 3M | -14.0% | +2.9% | -16.9% | -14.8% |
| 6M | -26.8% | +25.9% | -52.6% | -29.9% |
| YTD | -19.8% | -24.6% | +4.9% | -16.0% |
| 1Y | +22.8% | -16.0% | +38.9% | +25.3% |
| 3Y | +183.6% | -51.6% | +235.2% | +228.7% |
| All | +70.8% | -43.2% | +114.0% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling