+26.1%
PAAS vs Z
-54.2%
+80.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +9.4% | -1.1% | +6.9% |
| 7D | -1.1% | +10.2% | -11.3% | -2.5% |
| 30D | -8.5% | +23.7% | -32.1% | -11.6% |
| 3M | -7.3% | -6.6% | -0.7% | -6.9% |
| 6M | -18.3% | -23.0% | +4.7% | -14.7% |
| YTD | -19.2% | -50.3% | +31.1% | -3.1% |
| 1Y | +26.1% | -53.6% | +79.7% | +54.9% |
| All | +26.1% | -54.2% | +80.3% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling