+854.0%
PAAS vs RL
+1,366.2%
-512.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.6% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | +6.8% | -7.8% | +14.6% | +7.8% |
| 3M | -2.9% | -4.0% | +1.1% | -2.4% |
| 6M | -16.4% | -1.9% | -14.5% | -16.4% |
| YTD | 0.0% | -0.2% | +0.2% | -0.2% |
| 1Y | +54.3% | +10.7% | +43.7% | +52.1% |
| 3Y | +230.7% | +210.8% | +19.9% | +186.3% |
| 5Y | +111.6% | +238.2% | -126.6% | +79.3% |
| 10Y | +211.7% | +313.4% | -101.7% | +149.1% |
| All | +854.0% | +1,366.2% | -512.1% | +595.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling