+34.2%
PAAS vs PL
+16.0%
+18.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.1% | +7.9% | -0.7% |
| 7D | -0.4% | -20.5% | +20.1% | +2.9% |
| 30D | -11.6% | -38.8% | +27.1% | -5.1% |
| 3M | -15.6% | -49.1% | +33.5% | -7.1% |
| 6M | -19.1% | -69.4% | +50.2% | -5.2% |
| YTD | -20.9% | -42.3% | +21.4% | -17.2% |
| 1Y | +21.3% | -14.2% | +35.5% | +18.6% |
| 3Y | +177.4% | +398.7% | -221.3% | +90.0% |
| 5Y | +71.3% | +11.1% | +60.2% | +37.9% |
| All | +34.2% | +16.0% | +18.2% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling