+70.8%
PAAS vs PR
+225.0%
-154.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.1% |
| 7D | +8.4% | -16.4% | +24.8% | +11.9% |
| 30D | -7.2% | -1.9% | -5.3% | -7.2% |
| 3M | -14.0% | +8.0% | -22.0% | -15.7% |
| 6M | -26.8% | +4.1% | -30.9% | -28.0% |
| YTD | -19.8% | +58.7% | -78.5% | -28.7% |
| 1Y | +22.8% | +75.8% | -53.0% | +6.6% |
| 3Y | +183.6% | +73.2% | +110.5% | +141.8% |
| All | +70.8% | +225.0% | -154.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling