+356.2%
TPR vs PAAS
+205.7%
+150.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -0.3% | -8.9% | +8.6% | +0.9% |
| 30D | +15.1% | -11.4% | +26.5% | +16.8% |
| 3M | +3.5% | -20.4% | +24.0% | +6.1% |
| 6M | +0.4% | -40.7% | +41.1% | +6.6% |
| YTD | +4.6% | -26.9% | +31.5% | +7.2% |
| 1Y | +33.1% | -3.1% | +36.2% | +31.5% |
| 3Y | +396.0% | +199.3% | +196.7% | +317.9% |
| 5Y | +230.3% | +48.3% | +182.0% | +193.9% |
| All | +356.2% | +205.7% | +150.5% | +279.6% |
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 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