+14.3%
PAAS vs M
+25.7%
-11.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +1.5% |
| 7D | +8.8% | +2.5% | +6.3% | +8.3% |
| 30D | -8.5% | +10.1% | -18.5% | -9.8% |
| 3M | -17.0% | -0.9% | -16.1% | -17.1% |
| 6M | -27.9% | +30.2% | -58.1% | -30.3% |
| YTD | -17.5% | +16.3% | -33.8% | -19.6% |
| All | +14.3% | +25.7% | -11.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling