+161.9%
XLE vs PAAS
+58.4%
+103.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.2% | +2.0% |
| 7D | -0.2% | -5.2% | +4.9% | +0.3% |
| 30D | -4.0% | -13.9% | +9.9% | -2.7% |
| 3M | +4.6% | -23.8% | +28.4% | +7.2% |
| 6M | +12.3% | -36.4% | +48.7% | +17.1% |
| YTD | +44.5% | -23.4% | +67.9% | +45.0% |
| 1Y | +42.4% | +5.6% | +36.8% | +35.4% |
| 3Y | +67.0% | +209.7% | -142.7% | +25.2% |
| 5Y | +161.9% | +55.6% | +106.3% | +133.0% |
| All | +161.9% | +58.4% | +103.5% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling