-19.1%
PAAS vs PR
-3.2%
-16.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -3.2% |
| 7D | -0.4% | -16.5% | +16.1% | -3.7% |
| 30D | -11.6% | -4.5% | -7.1% | -13.0% |
| 3M | -15.6% | +8.5% | -24.1% | -12.7% |
| 6M | -19.1% | -3.3% | -15.8% | -25.9% |
| All | -19.1% | -3.2% | -16.0% | -25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling