-47.3%
TE vs PAAS
+113.1%
-160.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.4% |
| 7D | -4.0% | -2.9% | -1.1% | -2.7% |
| 30D | -15.9% | +6.8% | -22.7% | -18.6% |
| 3M | -60.5% | -2.9% | -57.7% | -59.8% |
| 6M | -35.2% | -16.4% | -18.8% | -31.1% |
| YTD | -31.1% | 0.0% | -31.2% | -33.1% |
| 1Y | +148.6% | +54.3% | +94.3% | +102.1% |
| 3Y | -26.4% | +230.7% | -257.1% | -58.8% |
| All | -47.3% | +113.1% | -160.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling