+179.6%
PAAS vs RL
+244.8%
-65.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.2% | -0.1% |
| 7D | -0.4% | -4.7% | +4.3% | +1.0% |
| 30D | -11.6% | +3.6% | -15.2% | -12.4% |
| 3M | -15.6% | +0.5% | -16.1% | -15.8% |
| 6M | -19.1% | +6.6% | -25.7% | -20.9% |
| YTD | -20.9% | +8.8% | -29.8% | -23.3% |
| 1Y | +21.3% | +21.8% | -0.5% | +14.4% |
| All | +179.6% | +244.8% | -65.2% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling