+200.1%
PAAS vs PR
+109.1%
+91.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.3% |
| 7D | -2.9% | +2.9% | -5.8% | -3.1% |
| 30D | +6.8% | +18.0% | -11.2% | +5.7% |
| 3M | -2.9% | +16.9% | -19.7% | -3.9% |
| 6M | -16.4% | +28.2% | -44.6% | -18.1% |
| YTD | 0.0% | +69.3% | -69.3% | -3.8% |
| 1Y | +54.3% | +69.5% | -15.2% | +48.3% |
| 3Y | +230.7% | +81.7% | +149.0% | +215.0% |
| 5Y | +111.6% | +422.2% | -310.6% | +90.4% |
| All | +200.1% | +109.1% | +91.0% | +176.7% |
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