+11.5%
RF vs PAAS
-18.3%
+29.8%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +1.3% | -2.9% | +4.2% | +1.3% |
| 30D | -3.6% | +6.8% | -10.4% | -3.7% |
| 3M | +8.1% | -2.9% | +11.0% | +8.8% |
| 6M | +11.5% | -16.4% | +27.9% | +13.6% |
| All | +11.5% | -18.3% | +29.8% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling