+371.7%
TPR vs PAAS
+183.5%
+188.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | +6.4% | -5.2% | +11.6% | +7.1% |
| 30D | +13.8% | -13.9% | +27.7% | +15.8% |
| 3M | -16.6% | -23.8% | +7.1% | -13.9% |
| 6M | +0.7% | -36.4% | +37.1% | +5.9% |
| YTD | +5.3% | -23.4% | +28.7% | +7.3% |
| 1Y | +32.4% | +5.6% | +26.7% | +29.4% |
| 3Y | +406.4% | +209.7% | +196.7% | +324.7% |
| 5Y | +227.9% | +55.6% | +172.4% | +190.0% |
| 10Y | +371.7% | +212.2% | +159.5% | +290.5% |
| All | +371.7% | +183.5% | +188.2% | +290.5% |
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