+65.5%
XLF vs PAAS
+117.9%
-52.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +0.2% | +2.0% | -1.8% | 0.0% |
| 30D | -0.5% | -0.1% | -0.4% | -0.6% |
| 3M | +10.6% | +8.2% | +2.4% | +9.7% |
| 6M | +14.3% | -13.8% | +28.1% | +14.9% |
| YTD | +5.5% | -0.6% | +6.2% | +4.5% |
| 1Y | +9.6% | +44.0% | -34.4% | +4.7% |
| 3Y | +75.2% | +246.6% | -171.4% | +50.6% |
| 5Y | +65.5% | +116.1% | -50.5% | +45.5% |
| All | +65.5% | +117.9% | -52.4% | +45.5% |
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