-3.1%
PAAS vs TW
+21.1%
-24.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.4% |
| 7D | -8.9% | +3.9% | -12.8% | -8.0% |
| 30D | -11.4% | +19.9% | -31.3% | -7.2% |
| 3M | -20.4% | +25.9% | -46.4% | -15.5% |
| 6M | -40.7% | +21.1% | -61.8% | -37.1% |
| YTD | -26.9% | +23.9% | -50.8% | -18.2% |
| 1Y | -3.1% | +21.2% | -24.3% | +11.0% |
| All | -3.1% | +21.1% | -24.1% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling