+421.8%
TPR vs PAAS
+178.1%
+243.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +7.4% |
| 7D | +13.9% | -0.4% | +14.3% | +13.8% |
| 30D | +14.9% | -11.6% | +26.5% | +16.9% |
| 3M | -15.4% | -15.6% | +0.2% | -13.4% |
| 6M | -4.5% | -19.1% | +14.7% | -2.1% |
| YTD | +6.0% | -20.9% | +26.9% | +7.8% |
| 1Y | +24.3% | +21.3% | +3.0% | +18.6% |
| All | +421.8% | +178.1% | +243.7% | +322.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling