+234.7%
PM vs PAAS
+178.0%
+56.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.6% |
| 7D | -7.3% | +8.8% | -16.1% | -7.8% |
| 30D | -4.0% | -8.5% | +4.4% | -3.5% |
| 3M | +2.7% | -17.0% | +19.8% | +3.7% |
| 6M | +14.9% | -27.9% | +42.7% | +16.9% |
| YTD | +23.5% | -17.5% | +41.0% | +23.7% |
| 1Y | +30.4% | +22.8% | +7.5% | +26.3% |
| 3Y | +143.2% | +224.2% | -81.0% | +115.0% |
| 5Y | +159.5% | +73.6% | +85.8% | +136.5% |
| 10Y | +234.7% | +186.4% | +48.3% | +182.5% |
| All | +234.7% | +178.0% | +56.7% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling