+272.5%
PM vs PAAS
+205.7%
+66.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +0.5% | -8.9% | +9.5% | +1.1% |
| 30D | -3.2% | -11.4% | +8.2% | -2.6% |
| 3M | +6.2% | -20.4% | +26.7% | +7.5% |
| 6M | +7.7% | -40.7% | +48.4% | +10.9% |
| YTD | +27.3% | -26.9% | +54.2% | +28.4% |
| 1Y | +32.8% | -3.1% | +35.8% | +30.9% |
| 3Y | +150.0% | +199.3% | -49.2% | +122.5% |
| 5Y | +164.2% | +48.3% | +115.9% | +143.7% |
| All | +272.5% | +205.7% | +66.8% | +218.8% |
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