-0.5%
ROL vs PAAS
+113.1%
-113.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | -1.4% | -2.9% | +1.5% | -1.2% |
| 30D | -4.1% | +6.8% | -10.9% | -4.7% |
| 3M | -22.5% | -2.9% | -19.6% | -22.6% |
| 6M | -37.7% | -16.4% | -21.2% | -37.1% |
| YTD | -39.6% | 0.0% | -39.6% | -40.2% |
| 1Y | -36.0% | +54.3% | -90.3% | -39.7% |
| 3Y | -5.1% | +230.7% | -235.8% | -20.3% |
| All | -0.5% | +113.1% | -113.6% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling