-7.3%
PAAS vs P
+36.3%
-43.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -5.0% | +13.4% | +8.1% |
| 7D | -1.1% | -19.4% | +18.3% | -1.3% |
| 30D | -8.5% | -22.3% | +13.9% | -8.6% |
| 3M | -7.3% | +33.2% | -40.5% | +2.2% |
| All | -7.3% | +36.3% | -43.6% | +2.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling