+212.2%
PAAS vs Z
-14.8%
+227.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -5.2% | -13.1% | +7.9% | -2.9% |
| 30D | -13.9% | +5.9% | -19.8% | -15.1% |
| 3M | -23.8% | -13.7% | -10.1% | -22.3% |
| 6M | -36.4% | -27.1% | -9.3% | -33.5% |
| YTD | -23.4% | -56.8% | +33.4% | -12.7% |
| 1Y | +5.6% | -60.2% | +65.9% | +21.9% |
| 3Y | +209.7% | -19.7% | +229.4% | +203.7% |
| 5Y | +55.6% | -53.7% | +109.3% | +60.5% |
| 10Y | +212.2% | -16.9% | +229.1% | +186.4% |
| All | +212.2% | -14.8% | +227.0% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling