+272.5%
RF vs PAAS
+192.1%
+80.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.5% |
| 7D | -0.9% | +8.4% | -9.3% | -1.5% |
| 30D | +6.0% | -7.2% | +13.2% | +6.5% |
| 3M | -8.9% | -14.0% | +5.1% | -8.2% |
| 6M | +2.3% | -26.8% | +29.1% | +4.0% |
| YTD | +7.6% | -19.8% | +27.3% | +8.0% |
| 1Y | +21.2% | +22.8% | -1.7% | +17.8% |
| 3Y | +108.5% | +183.6% | -75.1% | +86.3% |
| 5Y | +43.2% | +73.8% | -30.6% | +30.4% |
| All | +272.5% | +192.1% | +80.4% | +234.7% |
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