+26.1%
PAAS vs ROP
+10.4%
+15.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.9% | +4.4% | +9.1% |
| 7D | -1.1% | +11.7% | -12.8% | +1.3% |
| 30D | -8.5% | +35.5% | -43.9% | -2.6% |
| 3M | -7.3% | +25.6% | -32.9% | -2.3% |
| 6M | -18.3% | +39.3% | -57.5% | -10.7% |
| YTD | -19.2% | +11.6% | -30.8% | -10.6% |
| 1Y | +26.1% | +10.6% | +15.5% | +40.0% |
| All | +26.1% | +10.4% | +15.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling