+1,269.9%
PAAS vs ROP
+5,633.0%
-4,363.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.6% | +1.2% | -1.6% |
| 7D | -2.9% | -4.4% | +1.5% | -1.9% |
| 30D | +6.8% | +3.2% | +3.6% | +6.1% |
| 3M | -2.9% | +23.1% | -25.9% | -7.7% |
| 6M | -16.4% | +13.3% | -29.7% | -19.5% |
| YTD | 0.0% | -7.9% | +7.9% | +0.7% |
| 1Y | +54.3% | -22.1% | +76.4% | +61.3% |
| 3Y | +230.7% | -16.8% | +247.5% | +239.5% |
| 5Y | +111.6% | -13.5% | +125.2% | +114.6% |
| 10Y | +211.7% | +137.7% | +74.0% | +147.6% |
| All | +1,269.9% | +5,633.0% | -4,363.1% | +576.6% |
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