-49.1%
TE vs PAAS
+18.2%
-67.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -4.6% |
| 7D | -10.5% | +8.8% | -19.4% | -15.0% |
| 30D | -32.4% | -8.5% | -24.0% | -29.1% |
| 3M | -60.9% | -17.0% | -43.8% | -56.8% |
| 6M | -62.8% | -27.9% | -34.9% | -56.7% |
| YTD | -65.7% | -17.5% | -48.2% | -65.8% |
| All | -49.1% | +18.2% | -67.3% | -63.7% |
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