+1,024.7%
XLE vs PAAS
+1,269.9%
-245.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +2.2% | -2.9% | +5.1% | +2.6% |
| 30D | +11.8% | +6.8% | +5.0% | +10.2% |
| 3M | +9.8% | -2.9% | +12.7% | +9.4% |
| 6M | +15.6% | -16.4% | +32.0% | +16.9% |
| YTD | +45.3% | 0.0% | +45.2% | +41.4% |
| 1Y | +48.3% | +54.3% | -6.0% | +33.0% |
| 3Y | +55.4% | +230.7% | -175.2% | +18.1% |
| 5Y | +216.1% | +111.6% | +104.5% | +152.9% |
| 10Y | +178.4% | +211.7% | -33.3% | +87.7% |
| All | +1,024.7% | +1,269.9% | -245.1% | +485.0% |
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