+119.0%
PAAS vs P
+276.6%
-157.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.6% |
| 7D | -2.9% | +6.5% | -9.4% | -3.9% |
| 30D | +6.8% | +18.8% | -12.0% | +2.8% |
| 3M | -2.9% | +26.7% | -29.6% | -7.9% |
| 6M | -16.4% | +62.2% | -78.6% | -24.5% |
| YTD | 0.0% | +48.5% | -48.5% | -8.6% |
| 1Y | +54.3% | +26.4% | +27.9% | +42.9% |
| 3Y | +230.7% | +159.4% | +71.3% | +157.9% |
| All | +119.0% | +276.6% | -157.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling