+60.3%
PAAS vs VSXY
+99.7%
-39.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.1% |
| 3M | -23.8% | +16.7% | -40.4% | -24.7% |
| 6M | -36.4% | +138.6% | -175.0% | -40.5% |
| YTD | -23.4% | +102.8% | -126.2% | -27.7% |
| 1Y | +5.6% | +214.2% | -208.5% | -3.1% |
| 3Y | +209.7% | +461.4% | -251.7% | +165.5% |
| 5Y | +55.6% | +118.3% | -62.7% | +36.5% |
| All | +60.3% | +99.7% | -39.5% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling