+442.5%
PAAS vs TRU
+251.7%
+190.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.3% |
| 7D | +8.8% | +4.9% | +3.9% | +7.6% |
| 30D | -8.5% | +26.9% | -35.4% | -14.3% |
| 3M | -17.0% | +4.0% | -21.0% | -18.3% |
| 6M | -27.9% | +15.8% | -43.7% | -31.6% |
| YTD | -17.5% | -2.6% | -14.9% | -18.7% |
| 1Y | +22.8% | +3.9% | +19.0% | +18.8% |
| 3Y | +224.2% | +59.2% | +165.0% | +165.3% |
| 5Y | +73.6% | -25.7% | +99.3% | +71.1% |
| 10Y | +186.4% | +179.3% | +7.1% | +94.4% |
| All | +442.5% | +251.7% | +190.9% | +253.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling