+213.6%
RF vs PAAS
+205.7%
+7.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.3% |
| 7D | +1.9% | -8.9% | +10.9% | +2.6% |
| 30D | +7.3% | -11.4% | +18.7% | +8.2% |
| 3M | -7.9% | -20.4% | +12.5% | -6.6% |
| 6M | +10.5% | -40.7% | +51.2% | +14.1% |
| YTD | +9.6% | -26.9% | +36.6% | +10.9% |
| 1Y | +20.3% | -3.1% | +23.4% | +18.9% |
| 3Y | +119.5% | +199.3% | -79.7% | +94.6% |
| 5Y | +48.2% | +48.3% | -0.1% | +36.1% |
| All | +213.6% | +205.7% | +7.9% | +179.9% |
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