+183.6%
PAAS vs TW
+39.9%
+143.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +8.4% | +4.2% | +4.2% | +8.0% |
| 30D | -7.2% | +18.9% | -26.1% | -9.0% |
| 3M | -14.0% | +23.8% | -37.8% | -16.2% |
| 6M | -26.8% | +17.0% | -43.8% | -28.0% |
| YTD | -19.8% | +19.2% | -39.0% | -22.3% |
| 1Y | +22.8% | +20.1% | +2.7% | +18.7% |
| 3Y | +183.6% | +40.5% | +143.1% | +188.1% |
| All | +183.6% | +39.9% | +143.7% | +188.1% |
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