+3,251.7%
TRV vs PAAS
+1,235.6%
+2,016.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.2% |
| 7D | -0.1% | -2.9% | +2.7% | 0.0% |
| 30D | -3.4% | +6.8% | -10.2% | -3.8% |
| 3M | +26.4% | -2.9% | +29.3% | +26.3% |
| 6M | +19.3% | -16.4% | +35.7% | +19.8% |
| YTD | +28.3% | 0.0% | +28.3% | +27.6% |
| 1Y | +34.3% | +54.3% | -20.0% | +30.6% |
| 3Y | +140.1% | +230.7% | -90.5% | +123.7% |
| 5Y | +155.7% | +111.6% | +44.1% | +141.0% |
| 10Y | +285.5% | +211.7% | +73.8% | +248.4% |
| All | +3,251.7% | +1,235.6% | +2,016.0% | +2,789.2% |
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