+70.8%
PAAS vs RL
+226.8%
-156.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.8% |
| 7D | +8.4% | -4.2% | +12.6% | +9.6% |
| 30D | -7.2% | +4.3% | -11.4% | -8.1% |
| 3M | -14.0% | -4.6% | -9.4% | -13.0% |
| 6M | -26.8% | +1.7% | -28.5% | -27.5% |
| YTD | -19.8% | +7.3% | -27.1% | -21.8% |
| 1Y | +22.8% | +20.8% | +2.0% | +16.5% |
| 3Y | +183.6% | +247.0% | -63.3% | +102.0% |
| All | +70.8% | +226.8% | -156.0% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling