+70.8%
PAAS vs PL
+20.8%
+50.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.4% | -8.9% | -0.1% |
| 7D | +8.4% | -6.8% | +15.2% | +9.2% |
| 30D | -7.2% | -29.3% | +22.1% | -2.5% |
| 3M | -14.0% | -44.8% | +30.7% | -6.6% |
| 6M | -26.8% | -68.4% | +41.6% | -14.7% |
| YTD | -19.8% | -36.4% | +16.6% | -17.3% |
| 1Y | +22.8% | +0.7% | +22.1% | +17.3% |
| 3Y | +183.6% | +455.3% | -271.7% | +90.8% |
| All | +70.8% | +20.8% | +50.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling