+109.3%
RF vs PAAS
+178.1%
-68.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | +5.0% | -11.6% | +16.7% | +5.7% |
| 3M | -10.0% | -15.6% | +5.6% | -9.2% |
| 6M | +3.3% | -19.1% | +22.5% | +4.2% |
| YTD | +7.9% | -20.9% | +28.9% | +8.3% |
| 1Y | +21.2% | +21.3% | -0.1% | +17.4% |
| All | +109.3% | +178.1% | -68.8% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling