+186.4%
PAAS vs Z
-11.7%
+198.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +2.2% |
| 7D | +8.8% | -5.2% | +14.0% | +9.8% |
| 30D | -8.5% | +5.7% | -14.2% | -9.7% |
| 3M | -17.0% | -8.7% | -8.3% | -16.3% |
| 6M | -27.9% | -26.0% | -1.9% | -24.8% |
| YTD | -17.5% | -55.0% | +37.6% | -6.7% |
| 1Y | +22.8% | -58.0% | +80.8% | +40.4% |
| 3Y | +224.2% | -15.2% | +239.4% | +214.8% |
| 5Y | +73.6% | -53.8% | +127.5% | +79.0% |
| 10Y | +186.4% | -14.5% | +200.9% | +159.8% |
| All | +186.4% | -11.7% | +198.0% | +159.8% |
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