-48.5%
TE vs PAAS
+156.5%
-205.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.2% |
| 7D | +18.2% | +2.0% | +16.2% | +17.6% |
| 30D | -13.5% | -0.1% | -13.4% | -13.7% |
| 3M | -44.6% | +8.2% | -52.8% | -45.6% |
| 6M | -24.7% | -13.8% | -10.9% | -22.3% |
| YTD | -24.3% | -0.6% | -23.6% | -24.9% |
| 1Y | +155.6% | +44.0% | +111.6% | +132.5% |
| 3Y | -18.3% | +246.6% | -264.8% | -38.9% |
| 5Y | -41.3% | +116.1% | -157.4% | -54.5% |
| All | -48.5% | +156.5% | -205.0% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling