+117.4%
PM vs PAAS
+113.1%
+4.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.8% |
| 7D | -4.9% | -2.9% | -2.0% | -4.7% |
| 30D | -3.4% | +6.8% | -10.2% | -4.0% |
| 3M | +5.2% | -2.9% | +8.1% | +5.1% |
| 6M | +3.7% | -16.4% | +20.1% | +4.7% |
| YTD | +15.8% | 0.0% | +15.7% | +14.6% |
| 1Y | +17.4% | +54.3% | -37.0% | +11.1% |
| 3Y | +116.9% | +230.7% | -113.7% | +86.9% |
| All | +117.4% | +113.1% | +4.3% | +85.8% |
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 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