-5.8%
TLT vs PAAS
+11.3%
-17.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.5% | -1.2% |
| 7D | -0.3% | +4.2% | -4.5% | -0.4% |
| 30D | +3.7% | -13.8% | +17.5% | +4.1% |
| 3M | -0.7% | -22.7% | +22.1% | -0.1% |
| 6M | -4.2% | -32.1% | +27.9% | -3.5% |
| YTD | -4.0% | -22.3% | +18.3% | -3.3% |
| 1Y | -5.8% | +7.7% | -13.5% | -5.4% |
| All | -5.8% | +11.3% | -17.1% | -5.4% |
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