+142.5%
XLC vs PAAS
+232.0%
-89.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | -0.8% | -2.9% | +2.0% | -0.6% |
| 30D | +1.0% | +6.8% | -5.8% | +0.2% |
| 3M | -0.7% | -2.9% | +2.2% | -0.8% |
| 6M | -5.1% | -16.4% | +11.3% | -4.1% |
| YTD | -4.3% | 0.0% | -4.3% | -5.6% |
| 1Y | -0.6% | +54.3% | -54.9% | -6.9% |
| 3Y | +72.7% | +230.7% | -158.0% | +44.8% |
| 5Y | +38.0% | +111.6% | -73.6% | +18.9% |
| All | +142.5% | +232.0% | -89.5% | +103.0% |
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