+1,382.4%
PBR vs PAAS
+1,554.0%
-171.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -9.1% | -5.2% | -3.9% | -7.9% |
| 30D | -29.9% | -13.9% | -16.0% | -27.5% |
| 3M | +2.3% | -23.8% | +26.1% | +8.6% |
| 6M | -10.9% | -36.4% | +25.5% | -2.0% |
| YTD | +56.9% | -23.4% | +80.3% | +59.6% |
| 1Y | +38.0% | +5.6% | +32.4% | +26.9% |
| 3Y | +64.8% | +209.7% | -144.9% | +3.0% |
| 5Y | +447.1% | +55.6% | +391.5% | +299.9% |
| 10Y | +545.8% | +212.2% | +333.6% | +218.6% |
| All | +1,382.4% | +1,554.0% | -171.6% | +571.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling