+674.0%
PAAS vs P
+485.4%
+188.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | -2.9% | +26.7% | -29.6% | -7.6% |
| 6M | -16.4% | +62.2% | -78.6% | -24.1% |
| YTD | 0.0% | +48.5% | -48.5% | -8.2% |
| 1Y | +54.3% | +26.4% | +27.9% | +43.7% |
| 3Y | +230.7% | +159.4% | +71.3% | +162.0% |
| 5Y | +111.6% | +275.8% | -164.2% | +54.5% |
| 10Y | +211.7% | +732.0% | -520.3% | +88.8% |
| All | +674.0% | +485.4% | +188.6% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling