+167.7%
XLB vs PAAS
+178.0%
-10.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.5% |
| 7D | -1.4% | +8.8% | -10.2% | -2.6% |
| 30D | +7.1% | -8.5% | +15.6% | +8.3% |
| 3M | +0.6% | -17.0% | +17.6% | +2.9% |
| 6M | +3.5% | -27.9% | +31.4% | +7.5% |
| YTD | +18.2% | -17.5% | +35.7% | +19.6% |
| 1Y | +25.6% | +22.8% | +2.8% | +19.9% |
| 3Y | +46.7% | +224.2% | -177.6% | +19.1% |
| 5Y | +30.9% | +73.6% | -42.7% | +12.6% |
| 10Y | +167.7% | +186.4% | -18.6% | +112.3% |
| All | +167.7% | +178.0% | -10.2% | +112.3% |
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