+162.9%
PAAS vs VRSK
+583.6%
-420.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | +0.6% |
| 7D | +2.0% | -9.7% | +11.7% | +4.4% |
| 30D | -0.1% | -8.5% | +8.4% | +1.8% |
| 3M | +8.2% | -1.7% | +9.9% | +7.6% |
| 6M | -13.8% | -17.9% | +4.1% | -10.7% |
| YTD | -0.6% | -21.1% | +20.5% | +3.7% |
| 1Y | +44.0% | -35.1% | +79.1% | +59.0% |
| 3Y | +246.6% | -26.7% | +273.3% | +261.1% |
| 5Y | +116.1% | -12.0% | +128.1% | +108.4% |
| 10Y | +202.7% | +122.9% | +79.9% | +125.7% |
| All | +162.9% | +583.6% | -420.7% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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