-16.7%
RKT vs PAAS
+14.3%
-31.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.2% | +1.3% |
| 7D | +17.7% | +8.4% | +9.3% | +15.5% |
| 30D | +31.6% | -7.2% | +38.8% | +33.7% |
| 3M | +13.9% | -14.0% | +27.9% | +17.3% |
| 6M | +2.8% | -26.8% | +29.6% | +9.5% |
| YTD | -22.2% | -19.8% | -2.4% | -19.0% |
| 1Y | -3.5% | +22.8% | -26.4% | -8.6% |
| 3Y | +95.3% | +183.6% | -88.4% | +40.0% |
| 5Y | -0.4% | +73.8% | -74.2% | -23.6% |
| All | -16.7% | +14.3% | -31.0% | -35.4% |
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