+998.5%
PAAS vs ROP
+6,608.8%
-5,610.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.1% |
| 7D | +8.4% | +2.1% | +6.3% | +7.9% |
| 30D | -7.2% | +32.9% | -40.1% | -13.1% |
| 3M | -14.0% | +20.0% | -34.0% | -17.7% |
| 6M | -26.8% | +36.4% | -63.2% | -32.4% |
| YTD | -19.8% | +7.8% | -27.6% | -22.3% |
| 1Y | +22.8% | +8.0% | +14.9% | +18.9% |
| 3Y | +183.6% | -3.5% | +187.1% | +180.6% |
| 5Y | +73.8% | +1.5% | +72.4% | +69.5% |
| 10Y | +185.6% | +198.5% | -12.9% | +114.7% |
| All | +998.5% | +6,608.8% | -5,610.2% | +421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling