+1,261.9%
PEP vs PAAS
+1,235.6%
+26.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.4% | -2.9% | +1.5% | -1.3% |
| 30D | +0.2% | +6.8% | -6.6% | 0.0% |
| 3M | -1.1% | -2.9% | +1.8% | -1.2% |
| 6M | -13.5% | -16.4% | +2.9% | -13.2% |
| YTD | -1.2% | 0.0% | -1.2% | -1.6% |
| 1Y | -1.6% | +54.3% | -55.9% | -3.4% |
| 3Y | -12.5% | +230.7% | -243.2% | -16.9% |
| 5Y | +3.0% | +111.6% | -108.6% | -1.3% |
| 10Y | +73.9% | +211.7% | -137.8% | +62.1% |
| All | +1,261.9% | +1,235.6% | +26.3% | +1,120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling