+91.4%
PAAS vs MULL
+968.6%
-877.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.1% | -7.7% | +0.4% |
| 7D | +8.4% | -42.7% | +51.1% | +13.9% |
| 30D | -7.2% | -63.8% | +56.6% | +2.4% |
| 3M | -14.0% | -49.0% | +35.0% | -9.5% |
| 6M | -26.8% | -38.2% | +11.4% | -29.7% |
| YTD | -19.8% | +167.0% | -186.8% | -38.6% |
| 1Y | +22.8% | +247.7% | -224.9% | -10.8% |
| All | +91.4% | +968.6% | -877.1% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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