+130.4%
TLT vs PAAS
+861.4%
-731.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.1% | +8.4% | -8.3% | 0.0% |
| 30D | +6.2% | -7.2% | +13.4% | +6.3% |
| 3M | -0.3% | -14.0% | +13.7% | -0.2% |
| 6M | -3.4% | -26.8% | +23.4% | -3.1% |
| YTD | -3.1% | -19.8% | +16.7% | -3.0% |
| 1Y | -5.2% | +22.8% | -28.1% | -5.6% |
| 3Y | +6.5% | +183.6% | -177.2% | +4.7% |
| 5Y | -34.7% | +73.8% | -108.5% | -35.7% |
| 10Y | -17.6% | +185.6% | -203.2% | -19.1% |
| All | +130.4% | +861.4% | -731.0% | +122.0% |
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