+164.2%
XLB vs PAAS
+205.7%
-41.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +0.5% | -8.9% | +9.5% | +1.9% |
| 30D | +5.2% | -11.4% | +16.6% | +6.8% |
| 3M | +0.3% | -20.4% | +20.7% | +3.2% |
| 6M | +1.2% | -40.7% | +41.9% | +8.0% |
| YTD | +16.6% | -26.9% | +43.6% | +20.0% |
| 1Y | +21.4% | -3.1% | +24.5% | +19.9% |
| 3Y | +43.2% | +199.3% | -156.0% | +17.6% |
| 5Y | +28.0% | +48.3% | -20.3% | +12.5% |
| All | +164.2% | +205.7% | -41.5% | +112.6% |
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 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