-16.0%
RKT vs PAAS
+17.6%
-33.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.2% |
| 7D | +10.3% | +8.8% | +1.5% | +8.1% |
| 30D | +32.3% | -8.5% | +40.8% | +34.8% |
| 3M | +10.7% | -17.0% | +27.7% | +15.0% |
| 6M | -3.2% | -27.9% | +24.7% | +3.5% |
| YTD | -21.5% | -17.5% | -4.1% | -18.9% |
| 1Y | -6.0% | +22.8% | -28.8% | -11.0% |
| 3Y | +104.2% | +224.2% | -120.0% | +41.8% |
| 5Y | +2.5% | +73.6% | -71.2% | -21.6% |
| All | -16.0% | +17.6% | -33.5% | -35.3% |
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 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