+247.0%
PAAS vs TW
+286.2%
-39.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +8.4% | +4.2% | +4.2% | +7.1% |
| 30D | -7.2% | +18.9% | -26.1% | -11.9% |
| 3M | -14.0% | +23.8% | -37.8% | -19.7% |
| 6M | -26.8% | +17.0% | -43.8% | -31.0% |
| YTD | -19.8% | +19.2% | -39.0% | -25.9% |
| 1Y | +22.8% | +20.1% | +2.7% | +13.3% |
| 3Y | +183.6% | +40.5% | +143.1% | +144.9% |
| 5Y | +73.8% | +38.1% | +35.8% | +46.9% |
| All | +247.0% | +286.2% | -39.2% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling