+224.2%
PAAS vs RL
+254.6%
-30.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +1.2% |
| 7D | +8.8% | +0.2% | +8.6% | +8.7% |
| 30D | -8.5% | +7.3% | -15.8% | -10.3% |
| 3M | -17.0% | +1.0% | -18.1% | -17.3% |
| 6M | -27.9% | +11.8% | -39.7% | -30.5% |
| YTD | -17.5% | +13.6% | -31.1% | -21.1% |
| 1Y | +22.8% | +24.0% | -1.2% | +14.8% |
| 3Y | +224.2% | +256.6% | -32.4% | +91.2% |
| All | +224.2% | +254.6% | -30.4% | +91.2% |
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 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