+127.5%
XLC vs PAAS
+166.2%
-38.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.3% |
| 7D | +4.9% | +8.4% | -3.5% | +4.0% |
| 30D | -5.8% | -7.2% | +1.4% | -5.2% |
| 3M | -5.4% | -14.0% | +8.6% | -4.4% |
| 6M | -10.2% | -26.8% | +16.6% | -8.0% |
| YTD | -10.2% | -19.8% | +9.6% | -9.6% |
| 1Y | -5.6% | +22.8% | -28.5% | -9.5% |
| 3Y | +61.0% | +183.6% | -122.6% | +36.9% |
| 5Y | +35.2% | +73.8% | -38.6% | +18.7% |
| All | +127.5% | +166.2% | -38.7% | +94.4% |
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