+5.6%
PAAS vs TRU
+2.0%
+3.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.2% | 0.0% | -5.1% | -5.2% |
| 30D | -13.9% | +24.3% | -38.2% | -16.9% |
| 3M | -23.8% | +2.3% | -26.1% | -24.5% |
| 6M | -36.4% | +17.7% | -54.1% | -38.5% |
| YTD | -23.4% | -3.8% | -19.6% | -25.3% |
| 1Y | +5.6% | -0.3% | +6.0% | +2.3% |
| All | +5.6% | +2.0% | +3.6% | +2.3% |
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