+225.2%
XLF vs PAAS
+183.5%
+41.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | -1.0% | -5.2% | +4.2% | -0.7% |
| 30D | +6.5% | -13.9% | +20.4% | +7.4% |
| 3M | +1.8% | -23.8% | +25.6% | +3.3% |
| 6M | +15.4% | -36.4% | +51.8% | +18.1% |
| YTD | +8.4% | -23.4% | +31.7% | +9.1% |
| 1Y | +11.9% | +5.6% | +6.3% | +10.4% |
| 3Y | +81.1% | +209.7% | -128.6% | +64.6% |
| 5Y | +59.5% | +55.6% | +3.9% | +48.6% |
| 10Y | +225.2% | +212.2% | +12.9% | +204.1% |
| All | +225.2% | +183.5% | +41.6% | +204.1% |
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 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