+8,486.3%
TPR vs PAAS
+1,508.7%
+6,977.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +7.3% |
| 7D | +13.9% | -0.4% | +14.3% | +13.9% |
| 30D | +14.9% | -11.6% | +26.5% | +16.1% |
| 3M | -15.4% | -15.6% | +0.2% | -14.2% |
| 6M | -4.5% | -19.1% | +14.7% | -3.0% |
| YTD | +6.0% | -20.9% | +26.9% | +7.2% |
| 1Y | +24.3% | +21.3% | +3.0% | +20.9% |
| 3Y | +412.8% | +177.4% | +235.4% | +357.1% |
| 5Y | +258.4% | +71.3% | +187.1% | +227.5% |
| 10Y | +396.8% | +181.5% | +215.3% | +320.5% |
| All | +8,486.3% | +1,508.7% | +6,977.6% | +8,549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling