+168.1%
PM vs PAAS
+71.7%
+96.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.8% |
| 6M | +18.0% | -26.8% | +44.8% | +20.0% |
| YTD | +26.6% | -19.8% | +46.4% | +26.9% |
| 1Y | +36.7% | +22.8% | +13.8% | +31.4% |
| 3Y | +146.0% | +183.6% | -37.6% | +112.9% |
| All | +168.1% | +71.7% | +96.4% | +138.4% |
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