+196.2%
PAAS vs M
-7.1%
+203.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -8.9% | +7.0% | -15.9% | -9.4% |
| 30D | -11.4% | +8.9% | -20.3% | -11.9% |
| 3M | -20.4% | +4.5% | -24.9% | -20.8% |
| 6M | -40.7% | +36.2% | -76.9% | -42.0% |
| YTD | -26.9% | +15.1% | -42.1% | -27.9% |
| 1Y | -3.1% | +27.4% | -30.5% | -5.0% |
| 3Y | +199.3% | +160.1% | +39.1% | +180.0% |
| 5Y | +48.3% | -1.6% | +49.9% | +41.9% |
| All | +196.2% | -7.1% | +203.3% | +164.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling