-40.4%
TER vs PAAS
-21.6%
-18.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.2% | -13.0% | -14.1% |
| 7D | -28.2% | -0.4% | -27.8% | -28.0% |
| 30D | -50.6% | -11.6% | -38.9% | -47.1% |
| 3M | -45.3% | -15.6% | -29.8% | -41.0% |
| 6M | -40.4% | -19.1% | -21.2% | -34.6% |
| All | -40.4% | -21.6% | -18.8% | -34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling