+33.9%
TER vs PAAS
+18.2%
+15.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.8% | +11.4% |
| 7D | -5.8% | +8.8% | -14.6% | -9.5% |
| 30D | -38.9% | -8.5% | -30.5% | -36.2% |
| 3M | -35.1% | -17.0% | -18.1% | -29.7% |
| 6M | -31.6% | -27.9% | -3.7% | -22.0% |
| YTD | +27.2% | -17.5% | +44.7% | +35.7% |
| All | +33.9% | +18.2% | +15.7% | +29.7% |
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