+55.6%
PAAS vs RL
+243.0%
-187.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.0% |
| 7D | -5.2% | -4.4% | -0.8% | -4.1% |
| 30D | -13.9% | +5.6% | -19.5% | -15.2% |
| 3M | -23.8% | -0.6% | -23.1% | -23.7% |
| 6M | -36.4% | +15.5% | -51.9% | -39.0% |
| YTD | -23.4% | +12.3% | -35.7% | -26.2% |
| 1Y | +5.6% | +19.3% | -13.7% | +0.2% |
| 3Y | +209.7% | +255.5% | -45.8% | +118.6% |
| 5Y | +55.6% | +247.1% | -191.5% | +0.5% |
| All | +55.6% | +243.0% | -187.5% | +0.5% |
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