+73.8%
PEP vs PAAS
+206.7%
-132.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | -1.4% | -2.9% | +1.5% | -1.3% |
| 30D | +0.2% | +6.8% | -6.6% | -0.2% |
| 3M | -1.1% | -2.9% | +1.8% | -1.2% |
| 6M | -13.5% | -16.4% | +2.9% | -13.0% |
| YTD | -1.2% | 0.0% | -1.2% | -1.9% |
| 1Y | -1.6% | +54.3% | -55.9% | -4.9% |
| 3Y | -12.5% | +230.7% | -243.2% | -21.0% |
| 5Y | +3.0% | +111.6% | -108.6% | -5.1% |
| All | +73.8% | +206.7% | -132.8% | +52.0% |
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 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