+204.5%
PH vs PAAS
+51.0%
+153.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.0% |
| 7D | +7.4% | -7.0% | +14.4% | +8.3% |
| 30D | +0.5% | -15.3% | +15.8% | +2.5% |
| 3M | -10.2% | -27.7% | +17.5% | -6.9% |
| 6M | +8.9% | -40.5% | +49.4% | +15.3% |
| YTD | +9.7% | -26.5% | +36.2% | +12.1% |
| 1Y | +12.8% | -0.8% | +13.6% | +10.7% |
| 3Y | +134.6% | +196.9% | -62.3% | +93.6% |
| 5Y | +204.5% | +49.2% | +155.4% | +181.2% |
| All | +204.5% | +51.0% | +153.6% | +181.2% |
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