+232.4%
PM vs PAAS
+192.1%
+40.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.9% |
| 7D | -5.2% | +8.4% | -13.6% | -5.7% |
| 30D | +2.7% | -7.2% | +9.9% | +3.1% |
| 3M | +6.1% | -14.0% | +20.2% | +6.9% |
| 6M | +18.0% | -26.8% | +44.8% | +19.9% |
| YTD | +26.6% | -19.8% | +46.4% | +27.0% |
| 1Y | +36.7% | +22.8% | +13.8% | +32.4% |
| 3Y | +146.0% | +183.6% | -37.6% | +119.7% |
| 5Y | +164.1% | +73.8% | +90.3% | +140.8% |
| All | +232.4% | +192.1% | +40.3% | +180.7% |
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