-78.9%
TE vs PAAS
+100.6%
-179.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -5.8% | -3.8% | -8.0% |
| 7D | -26.9% | +4.2% | -31.0% | -27.7% |
| 30D | -38.9% | -13.8% | -25.1% | -36.4% |
| 3M | -61.0% | -22.7% | -38.3% | -58.2% |
| 6M | -66.4% | -32.1% | -34.3% | -62.7% |
| YTD | -69.0% | -22.3% | -46.7% | -67.1% |
| 1Y | -54.0% | +7.7% | -61.7% | -54.6% |
| 3Y | +38.0% | +214.0% | -176.0% | +8.0% |
| 5Y | -81.0% | +63.2% | -144.2% | -84.2% |
| All | -78.9% | +100.6% | -179.5% | -82.2% |
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