+1,269.9%
PAAS vs IT
+1,400.0%
-130.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -1.9% |
| 7D | -2.9% | -6.0% | +3.1% | -2.2% |
| 30D | +6.8% | 0.0% | +6.8% | +6.8% |
| 3M | -2.9% | +13.1% | -16.0% | -4.8% |
| 6M | -16.4% | +11.7% | -28.1% | -18.4% |
| YTD | 0.0% | -26.1% | +26.1% | +1.9% |
| 1Y | +54.3% | -21.3% | +75.6% | +55.6% |
| 3Y | +230.7% | -46.7% | +277.4% | +246.0% |
| 5Y | +111.6% | -40.5% | +152.1% | +117.5% |
| 10Y | +211.7% | +103.9% | +107.8% | +175.8% |
| All | +1,269.9% | +1,400.0% | -130.1% | +898.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling