+26.1%
PAAS vs RL
+34.3%
-8.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.5% | +3.9% | +6.5% |
| 7D | -1.1% | +5.8% | -6.9% | -3.2% |
| 30D | -8.5% | +12.7% | -21.2% | -12.5% |
| 3M | -7.3% | +9.3% | -16.6% | -10.3% |
| 6M | -18.3% | +16.9% | -35.2% | -23.2% |
| YTD | -19.2% | +17.5% | -36.6% | -26.3% |
| 1Y | +26.1% | +34.6% | -8.5% | +2.2% |
| All | +26.1% | +34.3% | -8.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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