+346.5%
RF vs PAAS
+206.7%
+139.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +1.3% | -2.9% | +4.2% | +1.5% |
| 30D | -3.6% | +6.8% | -10.4% | -4.2% |
| 3M | +8.1% | -2.9% | +11.0% | +8.0% |
| 6M | +11.5% | -16.4% | +27.9% | +12.3% |
| YTD | +15.6% | 0.0% | +15.5% | +14.5% |
| 1Y | +15.7% | +54.3% | -38.6% | +10.5% |
| 3Y | +86.9% | +230.7% | -143.8% | +65.3% |
| 5Y | +89.8% | +111.6% | -21.8% | +70.7% |
| All | +346.5% | +206.7% | +139.8% | +291.7% |
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