+852.8%
PM vs PAAS
+24.6%
+828.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -4.5% |
| 7D | -3.4% | -0.4% | -2.9% | -3.4% |
| 30D | +5.8% | -11.6% | +17.5% | +6.6% |
| 3M | +6.7% | -15.6% | +22.2% | +7.6% |
| 6M | +19.9% | -19.1% | +39.0% | +20.9% |
| YTD | +27.8% | -20.9% | +48.7% | +28.4% |
| 1Y | +39.4% | +21.3% | +18.1% | +35.3% |
| 3Y | +146.9% | +177.4% | -30.5% | +121.6% |
| 5Y | +166.6% | +71.3% | +95.3% | +144.6% |
| 10Y | +242.1% | +181.5% | +60.6% | +189.6% |
| All | +852.8% | +24.6% | +828.3% | +573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling