+674.5%
PAAS vs Z
+9.5%
+664.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -10.6% | +8.5% | -0.4% |
| 7D | -0.4% | -2.3% | +1.8% | -0.1% |
| 30D | -11.6% | +9.4% | -21.0% | -13.3% |
| 3M | -15.6% | -16.1% | +0.5% | -13.7% |
| 6M | -19.1% | -30.4% | +11.3% | -14.9% |
| YTD | -20.9% | -55.6% | +34.7% | -10.8% |
| 1Y | +21.3% | -58.5% | +79.8% | +38.3% |
| 3Y | +177.4% | -19.6% | +197.0% | +172.5% |
| 5Y | +71.3% | -54.1% | +125.5% | +77.0% |
| 10Y | +181.5% | -12.1% | +193.5% | +145.7% |
| All | +674.5% | +9.5% | +664.9% | +610.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling