+73.6%
PAAS vs M
-2.8%
+76.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.1% | -5.2% | +1.7% |
| 7D | +8.8% | +2.5% | +6.3% | +8.4% |
| 30D | -8.5% | +10.1% | -18.5% | -9.7% |
| 3M | -17.0% | -0.9% | -16.1% | -17.1% |
| 6M | -27.9% | +30.2% | -58.1% | -30.7% |
| YTD | -17.5% | +16.3% | -33.8% | -19.9% |
| 1Y | +22.8% | +27.0% | -4.1% | +17.8% |
| 3Y | +224.2% | +154.5% | +69.7% | +179.1% |
| 5Y | +73.6% | -1.1% | +74.7% | +58.8% |
| All | +73.6% | -2.8% | +76.4% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling