+16.8%
RF vs PAAS
+0.9%
+15.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.7% | -0.3% |
| 7D | +0.4% | -7.0% | +7.4% | +0.6% |
| 30D | +5.6% | -15.3% | +20.8% | +6.1% |
| 3M | -8.9% | -27.7% | +18.9% | -7.9% |
| 6M | +7.1% | -40.5% | +47.5% | +9.1% |
| YTD | +8.3% | -26.5% | +34.8% | +8.5% |
| 1Y | +16.8% | -0.8% | +17.6% | +16.6% |
| All | +16.8% | +0.9% | +15.9% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling