+89.6%
PEP vs PAAS
+168.2%
-78.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.8% | +7.1% | +1.5% |
| 7D | +4.6% | +4.2% | +0.4% | +4.4% |
| 30D | +14.0% | -13.8% | +27.8% | +14.7% |
| 3M | +5.4% | -22.7% | +28.1% | +6.4% |
| 6M | -5.1% | -32.1% | +27.0% | -3.8% |
| YTD | +3.1% | -22.3% | +25.4% | +3.4% |
| 1Y | +4.8% | +7.7% | -2.9% | +3.2% |
| 3Y | -4.1% | +214.0% | -218.1% | -13.4% |
| 5Y | +3.0% | +63.2% | -60.3% | -3.9% |
| 10Y | +89.6% | +185.5% | -95.9% | +63.9% |
| All | +89.6% | +168.2% | -78.6% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling