+5.6%
PAAS vs Z
-59.6%
+65.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -5.2% | -13.1% | +7.9% | -3.1% |
| 30D | -13.9% | +5.9% | -19.8% | -14.8% |
| 3M | -23.8% | -13.7% | -10.1% | -22.5% |
| 6M | -36.4% | -27.1% | -9.3% | -33.3% |
| YTD | -23.4% | -56.8% | +33.4% | -6.7% |
| 1Y | +5.6% | -60.2% | +65.9% | +32.3% |
| All | +5.6% | -59.6% | +65.2% | +32.3% |
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