+217.9%
PAAS vs TW
+298.0%
-80.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | -7.0% | +3.2% | -10.2% | -7.9% |
| 30D | -15.3% | +19.7% | -35.0% | -19.8% |
| 3M | -27.7% | +26.8% | -54.6% | -33.0% |
| 6M | -40.5% | +20.9% | -61.3% | -44.5% |
| YTD | -26.5% | +22.9% | -49.4% | -32.7% |
| 1Y | -0.8% | +20.4% | -21.1% | -8.4% |
| 3Y | +196.9% | +42.9% | +154.1% | +155.5% |
| 5Y | +49.2% | +40.2% | +8.9% | +25.6% |
| All | +217.9% | +298.0% | -80.1% | +90.2% |
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