+57.9%
XLF vs PAAS
+76.1%
-18.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.2% |
| 7D | +0.7% | +8.8% | -8.1% | +0.1% |
| 30D | +6.0% | -8.5% | +14.4% | +6.6% |
| 3M | +1.0% | -17.0% | +18.0% | +2.2% |
| 6M | +14.0% | -27.9% | +41.9% | +16.2% |
| YTD | +7.2% | -17.5% | +24.6% | +7.4% |
| 1Y | +11.6% | +22.8% | -11.2% | +7.9% |
| 3Y | +81.2% | +224.2% | -143.0% | +55.6% |
| 5Y | +57.9% | +73.6% | -15.7% | +43.2% |
| All | +57.9% | +76.1% | -18.2% | +43.2% |
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 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