+469.0%
PBR vs PAAS
+76.1%
+392.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.3% |
| 7D | -13.3% | +8.8% | -22.1% | -14.3% |
| 30D | -27.5% | -8.5% | -19.0% | -26.8% |
| 3M | +5.2% | -17.0% | +22.2% | +7.2% |
| 6M | -6.4% | -27.9% | +21.5% | -3.1% |
| YTD | +61.6% | -17.5% | +79.0% | +61.3% |
| 1Y | +48.9% | +22.8% | +26.0% | +37.4% |
| 3Y | +70.0% | +224.2% | -154.2% | +20.8% |
| 5Y | +469.0% | +73.6% | +395.3% | +377.7% |
| All | +469.0% | +76.1% | +392.9% | +377.7% |
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