+251.6%
XLF vs PAAS
+218.1%
+33.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.6% |
| 7D | -1.0% | +2.6% | -3.7% | -1.2% |
| 30D | -1.3% | +2.5% | -3.8% | -1.5% |
| 3M | +9.1% | +15.1% | -5.9% | +8.0% |
| 6M | +14.4% | -12.1% | +26.4% | +14.7% |
| YTD | +5.1% | +3.1% | +2.0% | +4.1% |
| 1Y | +8.6% | +50.8% | -42.2% | +4.8% |
| 3Y | +74.4% | +259.5% | -185.1% | +57.5% |
| 5Y | +64.4% | +126.3% | -62.0% | +50.4% |
| 10Y | +251.6% | +239.7% | +11.8% | +221.2% |
| All | +251.6% | +218.1% | +33.4% | +221.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling