+54.3%
PAAS vs VMC
-8.5%
+62.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -2.9% | -4.3% | +1.4% | -0.8% |
| 30D | +6.8% | -8.2% | +15.0% | +11.1% |
| 3M | -2.9% | -7.0% | +4.2% | +0.1% |
| 6M | -16.4% | -10.8% | -5.7% | -13.0% |
| YTD | 0.0% | -7.4% | +7.4% | +5.1% |
| 1Y | +54.3% | -9.5% | +63.8% | +58.6% |
| All | +54.3% | -8.5% | +62.8% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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