+186.4%
PAAS vs RL
+397.7%
-211.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +2.0% |
| 7D | +8.8% | +0.2% | +8.6% | +8.8% |
| 30D | -8.5% | +7.3% | -15.8% | -9.4% |
| 3M | -17.0% | +1.0% | -18.1% | -17.2% |
| 6M | -27.9% | +11.8% | -39.7% | -29.2% |
| YTD | -17.5% | +13.6% | -31.1% | -19.3% |
| 1Y | +22.8% | +24.0% | -1.2% | +18.8% |
| 3Y | +224.2% | +256.6% | -32.4% | +173.0% |
| 5Y | +73.6% | +240.2% | -166.6% | +44.1% |
| 10Y | +186.4% | +373.0% | -186.6% | +159.8% |
| All | +186.4% | +397.7% | -211.3% | +159.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling