+216.1%
PAAS vs TW
+301.3%
-85.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -8.9% | +3.9% | -12.8% | -9.9% |
| 30D | -11.4% | +19.9% | -31.3% | -16.1% |
| 3M | -20.4% | +25.9% | -46.4% | -26.0% |
| 6M | -40.7% | +21.1% | -61.8% | -44.7% |
| YTD | -26.9% | +23.9% | -50.8% | -33.2% |
| 1Y | -3.1% | +21.2% | -24.3% | -10.7% |
| 3Y | +199.3% | +44.8% | +154.5% | +156.4% |
| 5Y | +48.3% | +41.4% | +6.9% | +24.6% |
| All | +216.1% | +301.3% | -85.3% | +88.6% |
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