-25.8%
TE vs PAAS
+24.3%
-50.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.4% | -11.9% | -8.4% |
| 7D | +3.8% | -1.1% | +4.9% | +3.8% |
| 30D | -26.2% | -8.5% | -17.8% | -22.6% |
| 3M | -49.7% | -7.3% | -42.4% | -48.2% |
| 6M | -46.5% | -18.3% | -28.2% | -40.5% |
| YTD | -59.1% | -19.2% | -40.0% | -59.6% |
| 1Y | -25.8% | +26.1% | -52.0% | -61.4% |
| All | -25.8% | +24.3% | -50.1% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling