+80.3%
PEP vs PAAS
+178.0%
-97.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.3% |
| 7D | +1.0% | +8.8% | -7.8% | +0.6% |
| 30D | +12.6% | -8.5% | +21.1% | +13.0% |
| 3M | +3.1% | -17.0% | +20.2% | +3.8% |
| 6M | -6.3% | -27.9% | +21.6% | -5.2% |
| YTD | +1.9% | -17.5% | +19.3% | +1.9% |
| 1Y | +3.3% | +22.8% | -19.6% | +1.0% |
| 3Y | -4.8% | +224.2% | -229.1% | -14.3% |
| 5Y | +2.0% | +73.6% | -71.6% | -5.1% |
| 10Y | +80.3% | +186.4% | -106.0% | +54.9% |
| All | +80.3% | +178.0% | -97.7% | +54.9% |
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