+1,450.0%
TER vs PAAS
+971.0%
+479.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.4% |
| 7D | -20.5% | +8.4% | -28.9% | -21.4% |
| 30D | -47.0% | -7.2% | -39.8% | -46.5% |
| 3M | -43.3% | -14.0% | -29.3% | -42.2% |
| 6M | -42.9% | -26.8% | -16.1% | -40.5% |
| YTD | +12.9% | -19.8% | +32.7% | +16.0% |
| 1Y | +18.2% | +22.8% | -4.7% | +14.9% |
| 3Y | +151.8% | +183.6% | -31.9% | +116.2% |
| 5Y | +54.2% | +73.8% | -19.6% | +38.0% |
| 10Y | +908.2% | +185.6% | +722.7% | +705.9% |
| All | +1,450.0% | +971.0% | +479.0% | +839.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling