+67.7%
T vs PAAS
+113.1%
-45.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.8% |
| 7D | -1.3% | -2.9% | +1.6% | -1.1% |
| 30D | +11.4% | +6.8% | +4.6% | +10.9% |
| 3M | +14.3% | -2.9% | +17.2% | +14.3% |
| 6M | -9.3% | -16.4% | +7.2% | -8.6% |
| YTD | +7.1% | 0.0% | +7.1% | +5.9% |
| 1Y | -9.1% | +54.3% | -63.4% | -13.7% |
| 3Y | +105.3% | +230.7% | -125.3% | +75.1% |
| All | +67.7% | +113.1% | -45.4% | +45.4% |
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 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