+1,691.3%
PPL vs PAAS
+979.4%
+711.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.3% | -0.5% |
| 7D | +1.8% | -1.1% | +2.9% | +1.8% |
| 30D | +8.4% | -8.5% | +16.9% | +8.9% |
| 3M | +2.4% | -7.3% | +9.7% | +2.6% |
| 6M | -4.0% | -18.3% | +14.3% | -3.3% |
| YTD | +4.5% | -19.2% | +23.6% | +4.8% |
| 1Y | +1.7% | +26.1% | -24.4% | -0.9% |
| 3Y | +55.5% | +183.6% | -128.1% | +42.1% |
| 5Y | +47.0% | +81.2% | -34.1% | +36.5% |
| 10Y | +62.4% | +187.8% | -125.4% | +42.3% |
| All | +1,691.3% | +979.4% | +711.9% | +1,356.7% |
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 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