+199.5%
PAAS vs M
-1.9%
+201.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.6% |
| 7D | -2.9% | +4.7% | -7.6% | -3.2% |
| 30D | +6.8% | -9.6% | +16.4% | +7.5% |
| 3M | -2.9% | +0.9% | -3.7% | -3.0% |
| 6M | -16.4% | +22.3% | -38.7% | -17.7% |
| YTD | 0.0% | +6.5% | -6.5% | -0.7% |
| 1Y | +54.3% | +38.8% | +15.6% | +50.5% |
| 3Y | +230.7% | +115.9% | +114.8% | +212.8% |
| 5Y | +111.6% | +28.6% | +83.0% | +102.6% |
| All | +199.5% | -1.9% | +201.4% | +158.8% |
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