+185.5%
PAAS vs M
-3.0%
+188.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.4% | -5.9% |
| 7D | +4.2% | +5.0% | -0.8% | +3.8% |
| 30D | -13.8% | +10.6% | -24.4% | -14.4% |
| 3M | -22.7% | +1.6% | -24.3% | -22.9% |
| 6M | -32.1% | +30.8% | -62.9% | -33.4% |
| YTD | -22.3% | +16.9% | -39.2% | -23.4% |
| 1Y | +7.7% | +26.3% | -18.6% | +5.6% |
| 3Y | +214.0% | +158.6% | +55.4% | +194.0% |
| 5Y | +63.2% | +2.1% | +61.1% | +56.0% |
| 10Y | +185.5% | -4.3% | +189.8% | +148.2% |
| All | +185.5% | -3.0% | +188.6% | +148.2% |
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