+557.5%
PAAS vs TRU
+238.0%
+319.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.9% | +3.5% | -0.9% |
| 7D | -2.9% | -6.8% | +3.9% | -1.1% |
| 30D | +6.8% | 0.0% | +6.8% | +6.7% |
| 3M | -2.9% | +13.3% | -16.2% | -6.7% |
| 6M | -16.4% | +3.4% | -19.9% | -18.0% |
| YTD | 0.0% | -6.4% | +6.4% | 0.0% |
| 1Y | +54.3% | -9.7% | +64.0% | +54.9% |
| 3Y | +230.7% | +0.1% | +230.5% | +207.8% |
| 5Y | +111.6% | -34.0% | +145.7% | +116.7% |
| 10Y | +211.7% | +147.9% | +63.8% | +118.8% |
| All | +557.5% | +238.0% | +319.5% | +334.5% |
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