+199.3%
PAAS vs TW
+44.1%
+155.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -8.9% | +3.9% | -12.8% | -9.3% |
| 30D | -11.4% | +19.9% | -31.3% | -13.2% |
| 3M | -20.4% | +25.9% | -46.4% | -22.6% |
| 6M | -40.7% | +21.1% | -61.8% | -41.9% |
| YTD | -26.9% | +23.9% | -50.8% | -29.6% |
| 1Y | -3.1% | +21.2% | -24.3% | -5.8% |
| 3Y | +199.3% | +44.8% | +154.5% | +199.2% |
| All | +199.3% | +44.1% | +155.2% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling