+186.4%
PAAS vs M
+3.7%
+182.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +2.3% |
| 7D | +8.8% | +2.5% | +6.3% | +8.6% |
| 30D | -8.5% | +10.1% | -18.5% | -9.1% |
| 3M | -17.0% | -0.9% | -16.1% | -17.0% |
| 6M | -27.9% | +30.2% | -58.1% | -29.3% |
| YTD | -17.5% | +16.3% | -33.8% | -18.6% |
| 1Y | +22.8% | +27.0% | -4.1% | +20.4% |
| 3Y | +224.2% | +154.5% | +69.7% | +204.2% |
| 5Y | +73.6% | -1.1% | +74.7% | +66.2% |
| 10Y | +186.4% | +0.5% | +185.9% | +159.6% |
| All | +186.4% | +3.7% | +182.6% | +159.6% |
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 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