+567.7%
PBR vs PAAS
+117.9%
+449.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.6% |
| 7D | +2.5% | +2.0% | +0.5% | +2.2% |
| 30D | +19.4% | -0.1% | +19.5% | +19.1% |
| 3M | +20.8% | +8.2% | +12.6% | +18.6% |
| 6M | +23.5% | -13.8% | +37.3% | +24.6% |
| YTD | +83.4% | -0.6% | +84.0% | +79.1% |
| 1Y | +77.6% | +44.0% | +33.6% | +60.1% |
| 3Y | +99.9% | +246.6% | -146.7% | +41.8% |
| 5Y | +567.7% | +116.1% | +451.6% | +437.5% |
| All | +567.7% | +117.9% | +449.8% | +437.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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