+196.2%
PAAS vs PR
+86.0%
+110.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -8.9% | +6.0% | -14.9% | -9.3% |
| 30D | -11.4% | -4.2% | -7.2% | -11.3% |
| 3M | -20.4% | +10.0% | -30.4% | -21.1% |
| 6M | -40.7% | +15.6% | -56.3% | -41.4% |
| YTD | -26.9% | +68.2% | -95.1% | -29.8% |
| 1Y | -3.1% | +79.2% | -82.3% | -7.3% |
| 3Y | +199.3% | +94.9% | +104.3% | +183.4% |
| 5Y | +48.3% | +272.8% | -224.5% | +34.6% |
| All | +196.2% | +86.0% | +110.2% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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