+119.0%
PAAS vs RVTY
-30.5%
+149.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -2.9% | +1.1% | -4.0% | -3.3% |
| 30D | +6.8% | +13.2% | -6.4% | +2.0% |
| 3M | -2.9% | +27.2% | -30.1% | -11.4% |
| 6M | -16.4% | +32.4% | -48.8% | -25.2% |
| YTD | 0.0% | +34.9% | -34.8% | -11.3% |
| 1Y | +54.3% | +52.4% | +2.0% | +30.2% |
| 3Y | +230.7% | +12.3% | +218.4% | +201.5% |
| All | +119.0% | -30.5% | +149.5% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling