+70.8%
PAAS vs TW
+37.3%
+33.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +8.4% | +4.2% | +4.2% | +7.5% |
| 30D | -7.2% | +18.9% | -26.1% | -10.5% |
| 3M | -14.0% | +23.8% | -37.8% | -18.0% |
| 6M | -26.8% | +17.0% | -43.8% | -29.6% |
| YTD | -19.8% | +19.2% | -39.0% | -24.1% |
| 1Y | +22.8% | +20.1% | +2.7% | +15.9% |
| 3Y | +183.6% | +40.5% | +143.1% | +156.5% |
| All | +70.8% | +37.3% | +33.5% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling