+654.1%
PAAS vs RL
+1,498.4%
-844.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.3% | +5.2% | -1.3% |
| 7D | -0.4% | -4.7% | +4.3% | +0.2% |
| 30D | -11.6% | +3.6% | -15.2% | -12.0% |
| 3M | -15.6% | +0.5% | -16.1% | -15.7% |
| 6M | -19.1% | +6.6% | -25.7% | -20.0% |
| YTD | -20.9% | +8.8% | -29.8% | -22.0% |
| 1Y | +21.3% | +21.8% | -0.5% | +18.2% |
| 3Y | +177.4% | +245.8% | -68.4% | +137.0% |
| 5Y | +71.3% | +230.0% | -158.6% | +45.4% |
| 10Y | +181.5% | +369.4% | -188.0% | +121.4% |
| All | +654.1% | +1,498.4% | -844.3% | +443.6% |
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