+1,269.9%
PAAS vs VMC
+2,210.2%
-940.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.6% |
| 7D | -2.9% | -4.3% | +1.4% | -1.9% |
| 30D | +6.8% | -8.2% | +15.0% | +9.0% |
| 3M | -2.9% | -7.0% | +4.2% | -1.3% |
| 6M | -16.4% | -10.8% | -5.7% | -14.2% |
| YTD | 0.0% | -7.4% | +7.4% | +1.7% |
| 1Y | +54.3% | -9.5% | +63.8% | +57.5% |
| 3Y | +230.7% | +20.5% | +210.2% | +213.7% |
| 5Y | +111.6% | +51.6% | +60.1% | +88.7% |
| 10Y | +211.7% | +150.0% | +61.7% | +136.6% |
| All | +1,269.9% | +2,210.2% | -940.3% | +856.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling