-3.7%
XLC vs PAAS
+11.3%
-15.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +0.7% |
| 7D | +6.2% | +4.2% | +2.1% | +6.0% |
| 30D | -2.4% | -13.8% | +11.4% | -1.8% |
| 3M | -3.3% | -22.7% | +19.4% | -2.5% |
| 6M | -7.3% | -32.1% | +24.8% | -5.8% |
| YTD | -7.6% | -22.3% | +14.7% | -7.4% |
| 1Y | -3.7% | +7.7% | -11.4% | -5.3% |
| All | -3.7% | +11.3% | -15.0% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling