+23.5%
UL vs PAAS
+113.1%
-89.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | -1.3% | -2.9% | +1.6% | -1.2% |
| 30D | +0.5% | +6.8% | -6.3% | -0.1% |
| 3M | +17.6% | -2.9% | +20.5% | +17.5% |
| 6M | -5.4% | -16.4% | +11.1% | -4.6% |
| YTD | +0.7% | 0.0% | +0.7% | -0.1% |
| 1Y | -9.3% | +54.3% | -63.6% | -13.3% |
| 3Y | +24.5% | +230.7% | -206.1% | +8.5% |
| All | +23.5% | +113.1% | -89.6% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling