+20.1%
W vs PAAS
+54.7%
-34.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.2% |
| 7D | -4.2% | -2.9% | -1.3% | -3.3% |
| 30D | -7.6% | +6.8% | -14.4% | -9.6% |
| 3M | +37.2% | -2.9% | +40.1% | +36.8% |
| 6M | +26.3% | -16.4% | +42.8% | +28.4% |
| YTD | -1.0% | 0.0% | -1.0% | -4.9% |
| 1Y | +20.1% | +54.3% | -34.2% | -2.1% |
| All | +20.1% | +54.7% | -34.6% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling