+1,312.2%
PEP vs PAAS
+955.7%
+356.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +6.7% | -0.4% | +7.1% | +6.7% |
| 30D | +13.5% | -11.6% | +25.2% | +13.9% |
| 3M | +3.9% | -15.6% | +19.5% | +4.3% |
| 6M | -6.0% | -19.1% | +13.1% | -5.7% |
| YTD | +2.5% | -20.9% | +23.4% | +2.7% |
| 1Y | +3.9% | +21.3% | -17.4% | +2.7% |
| 3Y | -4.7% | +177.4% | -182.0% | -9.0% |
| 5Y | +1.1% | +71.3% | -70.2% | -2.6% |
| 10Y | +83.8% | +181.5% | -97.6% | +71.9% |
| All | +1,312.2% | +955.7% | +356.5% | +1,173.5% |
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