+265.1%
PAAS vs PR
+147.8%
+117.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.9% |
| 7D | -0.4% | -16.5% | +16.1% | +0.6% |
| 30D | -11.6% | -4.5% | -7.1% | -11.5% |
| 3M | -15.6% | +8.5% | -24.1% | -16.2% |
| 6M | -19.1% | -3.3% | -15.8% | -19.2% |
| YTD | -20.9% | +55.7% | -76.6% | -23.6% |
| 1Y | +21.3% | +82.0% | -60.7% | +15.9% |
| 3Y | +177.4% | +62.5% | +114.9% | +165.8% |
| 5Y | +71.3% | +223.9% | -152.6% | +56.9% |
| 10Y | +181.5% | +64.2% | +117.3% | +150.1% |
| All | +265.1% | +147.8% | +117.3% | +249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling