+133.6%
XLC vs PAAS
+143.9%
-10.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.5% |
| 7D | +3.1% | -7.0% | +10.1% | +3.8% |
| 30D | -4.2% | -15.3% | +11.1% | -2.7% |
| 3M | -2.1% | -27.7% | +25.6% | +0.7% |
| 6M | -6.6% | -40.5% | +33.8% | -2.3% |
| YTD | -7.8% | -26.5% | +18.7% | -6.4% |
| 1Y | -4.1% | -0.8% | -3.3% | -6.0% |
| 3Y | +62.6% | +196.9% | -134.3% | +37.4% |
| 5Y | +39.6% | +49.2% | -9.5% | +24.3% |
| All | +133.6% | +143.9% | -10.3% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling