+26.1%
PAAS vs M
+36.6%
-10.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.6% | +0.7% | +7.0% |
| 7D | -1.1% | +8.3% | -9.4% | -2.3% |
| 30D | -8.5% | +14.2% | -22.6% | -10.3% |
| 3M | -7.3% | -1.1% | -6.2% | -7.3% |
| 6M | -18.3% | +36.6% | -54.9% | -21.7% |
| YTD | -19.2% | +19.8% | -39.0% | -21.7% |
| 1Y | +26.1% | +37.2% | -11.0% | +17.6% |
| All | +26.1% | +36.6% | -10.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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