+326.1%
TPR vs PAAS
+206.7%
+119.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | -2.3% | -2.9% | +0.6% | -2.0% |
| 30D | -23.0% | +6.8% | -29.8% | -23.6% |
| 3M | -12.5% | -2.9% | -9.6% | -12.4% |
| 6M | -21.4% | -16.4% | -5.0% | -20.2% |
| YTD | -3.5% | 0.0% | -3.5% | -4.7% |
| 1Y | +17.4% | +54.3% | -37.0% | +9.4% |
| 3Y | +291.3% | +230.7% | +60.6% | +225.3% |
| 5Y | +241.9% | +111.6% | +130.3% | +191.9% |
| All | +326.1% | +206.7% | +119.5% | +249.0% |
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 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