+982.8%
PAAS vs M
+291.5%
+691.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.7% | -1.7% |
| 7D | -0.4% | -2.1% | +1.7% | -0.2% |
| 30D | -11.6% | +7.7% | -19.3% | -12.1% |
| 3M | -15.6% | -4.4% | -11.2% | -15.4% |
| 6M | -19.1% | +27.5% | -46.6% | -20.8% |
| YTD | -20.9% | +12.8% | -33.7% | -22.0% |
| 1Y | +21.3% | +20.7% | +0.6% | +19.0% |
| 3Y | +177.4% | +111.3% | +66.1% | +158.1% |
| 5Y | +71.3% | -6.3% | +77.6% | +64.8% |
| 10Y | +181.5% | +1.5% | +180.0% | +155.4% |
| All | +982.8% | +291.5% | +691.3% | +656.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling