-10.9%
PBR vs PAAS
-35.1%
+24.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.7% |
| 7D | -9.1% | -5.2% | -3.9% | -9.7% |
| 30D | -29.9% | -13.9% | -16.0% | -30.3% |
| 3M | +2.3% | -23.8% | +26.1% | +0.6% |
| 6M | -10.9% | -36.4% | +25.5% | -14.0% |
| All | -10.9% | -35.1% | +24.2% | -14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling