-0.8%
PAAS vs REPL
+142.3%
-143.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.1% |
| 7D | -7.0% | +9.8% | -16.8% | -7.3% |
| 30D | -15.3% | +81.5% | -96.8% | -16.7% |
| 3M | -27.7% | +44.2% | -72.0% | -28.6% |
| 6M | -40.5% | +437.4% | -477.9% | -45.0% |
| YTD | -26.5% | +126.1% | -152.6% | -30.3% |
| 1Y | -0.8% | +143.1% | -143.9% | -4.8% |
| All | -0.8% | +142.3% | -143.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling