+232.1%
W vs PAAS
+192.1%
+40.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.9% |
| 7D | -3.6% | +8.4% | -12.0% | -5.7% |
| 30D | +7.0% | -7.2% | +14.1% | +9.2% |
| 3M | +7.4% | -14.0% | +21.4% | +11.5% |
| 6M | +69.3% | -26.8% | +96.1% | +82.9% |
| YTD | +11.3% | -19.8% | +31.1% | +14.9% |
| 1Y | +13.2% | +22.8% | -9.6% | +2.9% |
| 3Y | +142.0% | +183.6% | -41.6% | +63.0% |
| 5Y | -54.6% | +73.8% | -128.4% | -66.1% |
| All | +232.1% | +192.1% | +40.0% | +113.9% |
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 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