+236.2%
PAAS vs TW
+291.9%
-55.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.1% |
| 7D | +4.2% | +3.1% | +1.1% | +3.3% |
| 30D | -13.8% | +16.7% | -30.5% | -17.7% |
| 3M | -22.7% | +25.2% | -47.9% | -28.0% |
| 6M | -32.1% | +19.5% | -51.5% | -36.5% |
| YTD | -22.3% | +21.0% | -43.3% | -28.5% |
| 1Y | +7.7% | +19.0% | -11.3% | -0.3% |
| 3Y | +214.0% | +40.7% | +173.3% | +171.4% |
| 5Y | +63.2% | +40.1% | +23.1% | +37.3% |
| All | +236.2% | +291.9% | -55.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling