+299.4%
TPR vs PAAS
+236.3%
+63.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | -2.3% | -2.9% | +0.6% | -1.9% |
| 30D | -23.0% | +6.8% | -29.8% | -23.7% |
| 3M | -12.5% | -2.9% | -9.6% | -12.4% |
| 6M | -21.4% | -16.4% | -5.0% | -20.1% |
| YTD | -3.5% | 0.0% | -3.5% | -5.1% |
| 1Y | +17.4% | +54.3% | -37.0% | +7.5% |
| All | +299.4% | +236.3% | +63.2% | +202.3% |
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