+119.0%
PAAS vs Z
-64.8%
+183.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -2.9% | -3.0% | +0.1% | -2.4% |
| 30D | +6.8% | -4.2% | +11.0% | +7.3% |
| 3M | -2.9% | -3.7% | +0.8% | -2.7% |
| 6M | -16.4% | -24.5% | +8.1% | -12.8% |
| YTD | 0.0% | -49.3% | +49.3% | +11.9% |
| 1Y | +54.3% | -58.7% | +113.0% | +78.4% |
| 3Y | +230.7% | -34.1% | +264.8% | +235.1% |
| All | +119.0% | -64.8% | +183.8% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling