+188.9%
PAAS vs Z
-14.9%
+203.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | +8.4% | -4.6% | +13.0% | +9.2% |
| 30D | -7.2% | +8.3% | -15.5% | -8.8% |
| 3M | -14.0% | -11.6% | -2.4% | -12.8% |
| 6M | -26.8% | -33.6% | +6.9% | -22.2% |
| YTD | -19.8% | -56.7% | +36.9% | -8.8% |
| 1Y | +22.8% | -59.1% | +82.0% | +41.0% |
| 3Y | +183.6% | -20.4% | +204.0% | +178.4% |
| 5Y | +73.8% | -55.3% | +129.1% | +80.2% |
| All | +188.9% | -14.9% | +203.8% | +164.9% |
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 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