-33.3%
TLT vs PAAS
+113.1%
-146.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -0.4% | -2.9% | +2.5% | -0.3% |
| 30D | -0.6% | +6.8% | -7.4% | -1.0% |
| 3M | -2.7% | -2.9% | +0.2% | -2.8% |
| 6M | -5.6% | -16.4% | +10.8% | -5.1% |
| YTD | -2.8% | 0.0% | -2.8% | -3.5% |
| 1Y | -1.4% | +54.3% | -55.8% | -5.2% |
| 3Y | -1.6% | +230.7% | -232.3% | -13.4% |
| All | -33.3% | +113.1% | -146.3% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling