+238.5%
TER vs PAAS
+236.3%
+2.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +6.2% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | -8.3% | +6.8% | -15.1% | -10.6% |
| 3M | -12.2% | -2.9% | -9.3% | -12.1% |
| 6M | +17.1% | -16.4% | +33.5% | +21.2% |
| YTD | +84.7% | 0.0% | +84.6% | +82.7% |
| 1Y | +199.9% | +54.3% | +145.6% | +169.0% |
| All | +238.5% | +236.3% | +2.3% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling