-26.6%
U vs PAAS
+18.0%
-44.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +2.5% |
| 7D | +2.8% | -7.0% | +9.9% | +5.3% |
| 30D | +7.6% | -15.3% | +22.9% | +13.6% |
| 3M | +12.7% | -27.7% | +40.4% | +24.1% |
| 6M | +87.0% | -40.5% | +127.4% | +118.4% |
| YTD | +13.6% | -26.5% | +40.1% | +22.3% |
| 1Y | +25.3% | -0.8% | +26.1% | +20.9% |
| 3Y | +85.8% | +196.9% | -111.2% | +13.9% |
| 5Y | -74.5% | +49.2% | -123.6% | -81.8% |
| All | -26.6% | +18.0% | -44.6% | -44.7% |
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