-19.1%
PAAS vs P
+26.4%
-45.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.4% | +14.2% | -0.5% |
| 7D | -0.4% | -31.9% | +31.5% | +3.6% |
| 30D | -11.6% | -36.5% | +24.9% | -7.4% |
| 3M | -15.6% | +11.6% | -27.2% | -20.6% |
| 6M | -19.1% | +25.2% | -44.3% | -26.6% |
| All | -19.1% | +26.4% | -45.6% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling