+1,030.3%
PAAS vs RRC
+967.5%
+62.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +8.8% | -10.3% | +19.2% | +10.8% |
| 30D | -8.5% | +19.5% | -27.9% | -11.7% |
| 3M | -17.0% | +27.9% | -44.9% | -20.9% |
| 6M | -27.9% | +21.2% | -49.1% | -30.8% |
| YTD | -17.5% | +39.6% | -57.0% | -23.2% |
| 1Y | +22.8% | +31.3% | -8.4% | +15.5% |
| 3Y | +224.2% | +51.9% | +172.3% | +194.0% |
| 5Y | +73.6% | +110.2% | -36.5% | +43.1% |
| 10Y | +186.4% | +56.7% | +129.7% | +114.0% |
| All | +1,030.3% | +967.5% | +62.8% | +548.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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