+188.9%
PAAS vs M
-4.2%
+193.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.0% | +1.8% |
| 7D | +8.4% | -4.3% | +12.7% | +8.7% |
| 30D | -7.2% | +1.3% | -8.4% | -7.3% |
| 3M | -14.0% | -7.4% | -6.7% | -13.7% |
| 6M | -26.8% | +18.3% | -45.1% | -27.7% |
| YTD | -19.8% | +7.6% | -27.4% | -20.5% |
| 1Y | +22.8% | +17.4% | +5.5% | +21.1% |
| 3Y | +183.6% | +108.4% | +75.3% | +168.8% |
| 5Y | +73.8% | -10.6% | +84.4% | +67.3% |
| All | +188.9% | -4.2% | +193.1% | +172.7% |
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