+988.5%
XLE vs PAAS
+982.8%
+5.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.6% |
| 7D | -10.3% | -0.4% | -9.9% | -10.4% |
| 30D | -3.3% | -11.6% | +8.3% | -1.7% |
| 3M | +8.2% | -15.6% | +23.8% | +10.3% |
| 6M | +5.0% | -19.1% | +24.2% | +6.7% |
| YTD | +40.6% | -20.9% | +61.5% | +41.5% |
| 1Y | +45.0% | +21.3% | +23.7% | +35.2% |
| 3Y | +56.3% | +177.4% | -121.1% | +21.8% |
| 5Y | +152.2% | +71.3% | +80.9% | +108.0% |
| 10Y | +173.0% | +181.5% | -8.5% | +86.3% |
| All | +988.5% | +982.8% | +5.7% | +485.1% |
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