+183.6%
PAAS vs ROP
-3.8%
+187.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.6% |
| 7D | +8.4% | +2.1% | +6.3% | +8.3% |
| 30D | -7.2% | +32.9% | -40.1% | -8.5% |
| 3M | -14.0% | +20.0% | -34.0% | -14.5% |
| 6M | -26.8% | +36.4% | -63.2% | -27.9% |
| YTD | -19.8% | +7.8% | -27.6% | -16.4% |
| 1Y | +22.8% | +8.0% | +14.9% | +27.9% |
| 3Y | +183.6% | -3.5% | +187.1% | +208.5% |
| All | +183.6% | -3.8% | +187.4% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling