+159.6%
XLB vs PAAS
+197.3%
-37.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.2% | +2.0% | -2.2% | -0.5% |
| 30D | -1.7% | -0.1% | -1.7% | -1.9% |
| 3M | +4.4% | +8.2% | -3.9% | +2.8% |
| 6M | +5.0% | -13.8% | +18.8% | +6.3% |
| YTD | +15.5% | -0.6% | +16.1% | +14.0% |
| 1Y | +14.9% | +44.0% | -29.1% | +7.2% |
| 3Y | +34.5% | +246.6% | -212.1% | +8.1% |
| 5Y | +36.5% | +116.1% | -79.5% | +14.1% |
| 10Y | +159.6% | +202.7% | -43.1% | +105.3% |
| All | +159.6% | +197.3% | -37.7% | +105.3% |
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