-54.0%
TE vs PAAS
+11.3%
-65.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -5.8% | -3.8% | -6.3% |
| 7D | -26.9% | +4.2% | -31.0% | -28.5% |
| 30D | -38.9% | -13.8% | -25.1% | -33.6% |
| 3M | -61.0% | -22.7% | -38.3% | -55.1% |
| 6M | -66.4% | -32.1% | -34.3% | -59.4% |
| YTD | -69.0% | -22.3% | -46.7% | -67.9% |
| 1Y | -54.0% | +7.7% | -61.7% | -65.9% |
| All | -54.0% | +11.3% | -65.3% | -65.9% |
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 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