-4.6%
PEP vs PAAS
+178.1%
-182.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.2% |
| 7D | +6.7% | -0.4% | +7.1% | +6.6% |
| 30D | +13.5% | -11.6% | +25.2% | +13.3% |
| 3M | +3.9% | -15.6% | +19.5% | +3.6% |
| 6M | -6.0% | -19.1% | +13.1% | -6.3% |
| YTD | +2.5% | -20.9% | +23.4% | +2.3% |
| 1Y | +3.9% | +21.3% | -17.4% | +4.5% |
| All | -4.6% | +178.1% | -182.7% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling