+163.6%
W vs PAAS
+458.6%
-295.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +4.9% | +3.1% |
| 7D | -4.2% | -2.9% | -1.3% | -3.5% |
| 30D | -7.6% | +6.8% | -14.4% | -9.1% |
| 3M | +37.2% | -2.9% | +40.1% | +37.4% |
| 6M | +26.3% | -16.4% | +42.8% | +30.3% |
| YTD | -1.0% | 0.0% | -1.0% | -3.1% |
| 1Y | +20.1% | +54.3% | -34.2% | +5.8% |
| 3Y | +37.8% | +230.7% | -192.9% | -1.6% |
| 5Y | -63.7% | +111.6% | -175.3% | -72.2% |
| 10Y | +156.3% | +211.7% | -55.4% | +78.5% |
| All | +163.6% | +458.6% | -295.0% | +80.5% |
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