+1,057.8%
TER vs PAAS
+207.5%
+850.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | +0.1% |
| 7D | +24.0% | -7.0% | +31.0% | +25.9% |
| 30D | -30.6% | -15.3% | -15.4% | -28.2% |
| 3M | -34.5% | -27.7% | -6.7% | -30.1% |
| 6M | -26.4% | -40.5% | +14.1% | -18.4% |
| YTD | +36.4% | -26.5% | +62.9% | +44.7% |
| 1Y | +47.4% | -0.8% | +48.2% | +48.0% |
| 3Y | +202.6% | +196.9% | +5.6% | +145.2% |
| 5Y | +83.9% | +49.2% | +34.7% | +61.2% |
| All | +1,057.8% | +207.5% | +850.3% | +811.2% |
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