+44.0%
PAAS vs TRU
-16.5%
+60.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.4% |
| 7D | +2.0% | -7.2% | +9.2% | +2.7% |
| 30D | -0.1% | -2.8% | +2.7% | +0.3% |
| 3M | +8.2% | +13.0% | -4.8% | +6.5% |
| 6M | -13.8% | +0.7% | -14.5% | -14.6% |
| YTD | -0.6% | -9.0% | +8.4% | -2.1% |
| 1Y | +44.0% | -16.3% | +60.3% | +40.2% |
| All | +44.0% | -16.5% | +60.5% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling