+449.0%
RF vs PAAS
+979.4%
-530.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.4% | -6.9% | +1.0% |
| 7D | +2.3% | -1.1% | +3.4% | +2.3% |
| 30D | +7.2% | -8.5% | +15.7% | +7.7% |
| 3M | -8.2% | -7.3% | -0.9% | -8.0% |
| 6M | +7.0% | -18.3% | +25.3% | +7.7% |
| YTD | +10.3% | -19.2% | +29.5% | +10.7% |
| 1Y | +25.1% | +26.1% | -1.1% | +22.3% |
| 3Y | +110.3% | +183.6% | -73.3% | +94.0% |
| 5Y | +47.1% | +81.2% | -34.1% | +37.5% |
| 10Y | +297.9% | +187.8% | +110.2% | +253.5% |
| All | +449.0% | +979.4% | -530.4% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling