+1,269.9%
PAAS vs RRX
+1,734.1%
-464.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -2.9% | +3.4% | -6.3% | -3.6% |
| 30D | +6.8% | -11.1% | +17.9% | +9.7% |
| 3M | -2.9% | -23.7% | +20.8% | +2.4% |
| 6M | -16.4% | -22.0% | +5.6% | -12.8% |
| YTD | 0.0% | +16.5% | -16.5% | -5.4% |
| 1Y | +54.3% | +11.5% | +42.8% | +46.9% |
| 3Y | +230.7% | +1.5% | +229.2% | +210.0% |
| 5Y | +111.6% | +18.3% | +93.4% | +87.1% |
| 10Y | +211.7% | +209.8% | +1.9% | +111.1% |
| All | +1,269.9% | +1,734.1% | -464.2% | +633.2% |
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