+55.6%
PAAS vs VSXY
+119.9%
-64.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -5.2% | +0.8% | -6.0% | -5.2% |
| 30D | -13.9% | +24.0% | -37.9% | -15.3% |
| 3M | -23.8% | +16.7% | -40.4% | -24.8% |
| 6M | -36.4% | +138.6% | -175.0% | -41.1% |
| YTD | -23.4% | +102.8% | -126.2% | -28.3% |
| 1Y | +5.6% | +214.2% | -208.5% | -4.6% |
| 3Y | +209.7% | +461.4% | -251.7% | +156.5% |
| 5Y | +55.6% | +118.3% | -62.7% | +33.1% |
| All | +55.6% | +119.9% | -64.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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