-16.6%
TLT vs PAAS
+192.1%
-208.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +0.1% | +8.4% | -8.3% | -0.3% |
| 30D | +6.2% | -7.2% | +13.4% | +6.5% |
| 3M | +0.1% | -14.0% | +14.1% | +0.6% |
| 6M | -3.0% | -26.8% | +23.8% | -1.9% |
| YTD | -2.7% | -19.8% | +17.1% | -2.4% |
| 1Y | -4.8% | +22.8% | -27.7% | -6.5% |
| 3Y | +6.9% | +183.6% | -176.7% | -0.8% |
| 5Y | -34.5% | +73.8% | -108.3% | -38.4% |
| All | -16.6% | +192.1% | -208.7% | -26.9% |
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