+188.9%
PAAS vs P
+713.7%
-524.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | +0.9% |
| 7D | +8.4% | -23.8% | +32.2% | +12.8% |
| 30D | -7.2% | -36.6% | +29.5% | -0.6% |
| 3M | -14.0% | +10.9% | -24.9% | -17.2% |
| 6M | -26.8% | +30.0% | -56.7% | -32.0% |
| YTD | -19.8% | +44.4% | -64.2% | -27.3% |
| 1Y | +22.8% | +3.9% | +18.9% | +16.5% |
| 3Y | +183.6% | +176.6% | +7.1% | +115.7% |
| 5Y | +73.8% | +249.3% | -175.5% | +23.6% |
| All | +188.9% | +713.7% | -524.8% | +63.2% |
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