+769.2%
T vs PAAS
+971.0%
-201.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 6M | -13.3% | -26.8% | +13.4% | -12.5% |
| YTD | -8.8% | -19.8% | +11.0% | -8.6% |
| 1Y | -8.4% | +22.8% | -31.2% | -10.1% |
| 3Y | +59.6% | +183.6% | -124.0% | +49.5% |
| 5Y | +52.1% | +73.8% | -21.7% | +44.3% |
| 10Y | +56.9% | +185.6% | -128.7% | +42.6% |
| All | +769.2% | +971.0% | -201.9% | +649.9% |
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 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