+53.4%
T vs PAAS
+71.7%
-18.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -0.9% |
| 7D | +1.0% | +8.4% | -7.4% | +0.7% |
| 30D | -10.6% | -7.2% | -3.4% | -10.4% |
| 3M | -7.7% | -14.0% | +6.3% | -7.4% |
| 6M | -13.3% | -26.8% | +13.4% | -12.3% |
| YTD | -8.8% | -19.8% | +11.0% | -9.0% |
| 1Y | -8.4% | +22.8% | -31.2% | -11.9% |
| 3Y | +59.6% | +183.6% | -124.0% | +36.4% |
| All | +53.4% | +71.7% | -18.3% | +32.9% |
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