+196.2%
PAAS vs VTRS
-30.6%
+226.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -8.9% | +4.6% | -13.5% | -9.5% |
| 30D | -11.4% | +19.4% | -30.8% | -13.7% |
| 3M | -20.4% | +30.8% | -51.2% | -23.6% |
| 6M | -40.7% | +21.6% | -62.3% | -42.5% |
| YTD | -26.9% | +71.2% | -98.1% | -32.4% |
| 1Y | -3.1% | +97.6% | -100.7% | -12.0% |
| 3Y | +199.3% | +163.9% | +35.4% | +159.8% |
| 5Y | +48.3% | +82.1% | -33.8% | +31.9% |
| All | +196.2% | -30.6% | +226.8% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling