+212.2%
PAAS vs P
+686.0%
-473.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -2.1% |
| 7D | -5.2% | -4.7% | -0.5% | -4.7% |
| 30D | -13.9% | -31.4% | +17.5% | -8.9% |
| 3M | -23.8% | -2.6% | -21.1% | -24.7% |
| 6M | -36.4% | +21.9% | -58.4% | -40.3% |
| YTD | -23.4% | +58.9% | -82.3% | -31.8% |
| 1Y | +5.6% | +21.7% | -16.1% | -2.6% |
| 3Y | +209.7% | +193.3% | +16.4% | +131.9% |
| 5Y | +55.6% | +275.1% | -219.6% | +8.4% |
| 10Y | +212.2% | +655.3% | -443.1% | +84.9% |
| All | +212.2% | +686.0% | -473.7% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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