+1,426.5%
PBR vs PAAS
+1,681.0%
-254.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.8% |
| 7D | -13.3% | +8.8% | -22.1% | -15.5% |
| 30D | -27.5% | -8.5% | -19.0% | -26.2% |
| 3M | +5.2% | -17.0% | +22.2% | +9.1% |
| 6M | -6.4% | -27.9% | +21.5% | -0.5% |
| YTD | +61.6% | -17.5% | +79.0% | +61.1% |
| 1Y | +48.9% | +22.8% | +26.0% | +31.1% |
| 3Y | +70.0% | +224.2% | -154.2% | +5.0% |
| 5Y | +469.0% | +73.6% | +395.3% | +303.3% |
| 10Y | +471.6% | +186.4% | +285.2% | +191.6% |
| All | +1,426.5% | +1,681.0% | -254.5% | +578.2% |
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