+202.7%
PAAS vs ROP
+134.1%
+68.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.1% |
| 7D | +2.0% | -5.4% | +7.4% | +3.5% |
| 30D | -0.1% | -1.6% | +1.6% | +0.4% |
| 3M | +8.2% | +18.8% | -10.6% | +2.9% |
| 6M | -13.8% | +8.2% | -22.0% | -16.3% |
| YTD | -0.6% | -10.5% | +9.8% | +1.8% |
| 1Y | +44.0% | -23.7% | +67.7% | +54.9% |
| 3Y | +246.6% | -17.9% | +264.4% | +262.4% |
| 5Y | +116.1% | -15.3% | +131.4% | +121.3% |
| 10Y | +202.7% | +133.4% | +69.4% | +112.7% |
| All | +202.7% | +134.1% | +68.6% | +112.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling