-24.7%
U vs PAAS
+28.8%
-53.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.1% | +5.0% |
| 7D | +36.6% | +8.4% | +28.2% | +32.7% |
| 30D | +13.3% | -7.2% | +20.5% | +16.1% |
| 3M | +26.2% | -14.0% | +40.2% | +31.1% |
| 6M | +88.7% | -26.8% | +115.5% | +105.2% |
| YTD | +16.6% | -19.8% | +36.4% | +22.0% |
| 1Y | +29.0% | +22.8% | +6.1% | +15.9% |
| 3Y | +99.5% | +183.6% | -84.1% | +24.3% |
| 5Y | -66.1% | +73.8% | -139.9% | -76.7% |
| All | -24.7% | +28.8% | -53.5% | -44.9% |
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 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