+791.3%
T vs PAAS
+881.3%
-90.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.8% | -0.2% |
| 7D | +1.6% | -7.0% | +8.7% | +1.9% |
| 30D | -2.9% | -15.3% | +12.4% | -2.3% |
| 3M | -7.5% | -27.7% | +20.2% | -6.5% |
| 6M | -9.9% | -40.5% | +30.6% | -8.3% |
| YTD | -6.4% | -26.5% | +20.1% | -6.0% |
| 1Y | -9.4% | -0.8% | -8.6% | -10.2% |
| 3Y | +64.9% | +196.9% | -132.1% | +54.0% |
| 5Y | +57.0% | +49.2% | +7.8% | +49.8% |
| 10Y | +60.8% | +199.4% | -138.6% | +45.9% |
| All | +791.3% | +881.3% | -90.0% | +671.6% |
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