+40.4%
XLB vs PAAS
+182.2%
-141.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -1.5% | +8.4% | -9.9% | -2.7% |
| 30D | +6.1% | -7.2% | +13.2% | +7.1% |
| 3M | 0.0% | -14.0% | +14.1% | +1.9% |
| 6M | 0.0% | -26.8% | +26.7% | +3.9% |
| YTD | +16.0% | -19.8% | +35.8% | +18.0% |
| 1Y | +24.7% | +22.8% | +1.9% | +19.0% |
| 3Y | +40.4% | +183.6% | -143.3% | +13.1% |
| All | +40.4% | +182.2% | -141.8% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling