-63.1%
W vs PAAS
+113.1%
-176.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.5% |
| 7D | -4.2% | -2.9% | -1.3% | -3.1% |
| 30D | -7.6% | +6.8% | -14.4% | -10.3% |
| 3M | +37.2% | -2.9% | +40.1% | +37.3% |
| 6M | +26.3% | -16.4% | +42.8% | +32.6% |
| YTD | -1.0% | 0.0% | -1.0% | -5.7% |
| 1Y | +20.1% | +54.3% | -34.2% | -6.1% |
| 3Y | +37.8% | +230.7% | -192.9% | -33.6% |
| All | -63.1% | +113.1% | -176.2% | -79.6% |
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