+2.9%
PEP vs PAAS
+51.0%
-48.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +3.0% | -1.1% |
| 7D | -0.3% | -7.0% | +6.7% | -0.2% |
| 30D | +11.8% | -15.3% | +27.0% | +11.9% |
| 3M | +3.7% | -27.7% | +31.4% | +4.0% |
| 6M | -4.3% | -40.5% | +36.1% | -3.6% |
| YTD | +2.1% | -26.5% | +28.7% | +2.2% |
| 1Y | +2.5% | -0.8% | +3.3% | +1.8% |
| 3Y | -5.0% | +196.9% | -202.0% | -11.7% |
| 5Y | +2.9% | +49.2% | -46.3% | -1.7% |
| All | +2.9% | +51.0% | -48.1% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling