+949.7%
PAAS vs RRX
+1,962.2%
-1,012.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -5.2% | +5.4% | -10.6% | -6.4% |
| 30D | -13.9% | +12.0% | -25.9% | -16.5% |
| 3M | -23.8% | +6.1% | -29.9% | -25.2% |
| 6M | -36.4% | -13.2% | -23.2% | -35.2% |
| YTD | -23.4% | +31.0% | -54.3% | -29.8% |
| 1Y | +5.6% | +38.8% | -33.1% | -4.6% |
| 3Y | +209.7% | +70.3% | +139.4% | +157.8% |
| 5Y | +55.6% | +15.5% | +40.0% | +38.0% |
| 10Y | +212.2% | +213.7% | -1.5% | +110.4% |
| All | +949.7% | +1,962.2% | -1,012.6% | +444.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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