+164.7%
XLB vs PAAS
+207.5%
-42.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -0.7% |
| 7D | 0.0% | -7.0% | +7.1% | +1.0% |
| 30D | +5.3% | -15.3% | +20.6% | +7.6% |
| 3M | 0.0% | -27.7% | +27.7% | +4.3% |
| 6M | +1.2% | -40.5% | +41.7% | +8.0% |
| YTD | +16.9% | -26.5% | +43.4% | +20.2% |
| 1Y | +20.9% | -0.8% | +21.7% | +18.9% |
| 3Y | +43.3% | +196.9% | -153.6% | +17.8% |
| 5Y | +28.3% | +49.2% | -20.9% | +12.6% |
| All | +164.7% | +207.5% | -42.8% | +112.9% |
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