+949.7%
PAAS vs RVTY
+2,516.4%
-1,566.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -5.2% | -0.7% | -4.4% | -5.0% |
| 30D | -13.9% | +1.7% | -15.7% | -14.3% |
| 3M | -23.8% | +36.8% | -60.6% | -28.3% |
| 6M | -36.4% | +60.1% | -96.5% | -42.0% |
| YTD | -23.4% | +64.0% | -87.3% | -30.5% |
| 1Y | +5.6% | +68.2% | -62.6% | -4.7% |
| 3Y | +209.7% | +88.8% | +120.9% | +171.3% |
| 5Y | +55.6% | -10.5% | +66.1% | +52.8% |
| 10Y | +212.2% | +219.7% | -7.5% | +149.6% |
| All | +949.7% | +2,516.4% | -1,566.7% | +577.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling