+1,269.9%
PAAS vs RVTY
+2,052.0%
-782.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | +6.8% | +13.2% | -6.4% | +4.4% |
| 3M | -2.9% | +27.2% | -30.1% | -7.2% |
| 6M | -16.4% | +32.4% | -48.8% | -20.8% |
| YTD | 0.0% | +34.9% | -34.8% | -5.5% |
| 1Y | +54.3% | +52.4% | +2.0% | +42.3% |
| 3Y | +230.7% | +12.3% | +218.4% | +217.8% |
| 5Y | +111.6% | -30.8% | +142.5% | +118.3% |
| 10Y | +211.7% | +150.7% | +61.0% | +161.2% |
| All | +1,269.9% | +2,052.0% | -782.2% | +819.7% |
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