+168.1%
PAAS vs XHB
+173.9%
-5.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.7% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | +6.8% | -6.9% | +13.7% | +9.4% |
| 3M | -2.9% | -1.3% | -1.6% | -2.7% |
| 6M | -16.4% | -6.8% | -9.6% | -14.5% |
| YTD | 0.0% | +0.7% | -0.7% | -0.3% |
| 1Y | +54.3% | -11.2% | +65.6% | +60.1% |
| 3Y | +230.7% | +25.3% | +205.3% | +200.0% |
| 5Y | +111.6% | +37.3% | +74.3% | +82.9% |
| 10Y | +211.7% | +211.5% | +0.2% | +98.9% |
| All | +168.1% | +173.9% | -5.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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