+109.1%
PAAS vs VSXY
+37.4%
+71.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.6% |
| 7D | -2.9% | -14.0% | +11.1% | -2.0% |
| 30D | +6.8% | -15.9% | +22.7% | +7.9% |
| 3M | -2.9% | +3.4% | -6.3% | -3.2% |
| 6M | -16.4% | +25.9% | -42.3% | -18.5% |
| YTD | 0.0% | +39.5% | -39.5% | -3.2% |
| 1Y | +54.3% | +194.4% | -140.0% | +42.3% |
| 3Y | +230.7% | +281.4% | -50.7% | +190.2% |
| 5Y | +111.6% | +12.8% | +98.9% | +86.7% |
| All | +109.1% | +37.4% | +71.8% | +90.0% |
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