+511.8%
PAAS vs P
+449.6%
+62.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.4% | +14.2% | +0.3% |
| 7D | -0.4% | -31.9% | +31.5% | +5.3% |
| 30D | -11.6% | -36.5% | +24.9% | -5.7% |
| 3M | -15.6% | +11.6% | -27.2% | -18.6% |
| 6M | -19.1% | +25.2% | -44.3% | -24.1% |
| YTD | -20.9% | +39.4% | -60.4% | -27.5% |
| 1Y | +21.3% | -3.7% | +25.0% | +16.8% |
| 3Y | +177.4% | +167.3% | +10.1% | +116.7% |
| 5Y | +71.3% | +237.3% | -166.0% | +26.0% |
| 10Y | +181.5% | +698.6% | -517.2% | +70.8% |
| All | +511.8% | +449.6% | +62.1% | +288.3% |
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