+422.3%
XLF vs PAAS
+1,269.9%
-847.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.6% |
| 7D | 0.0% | -2.9% | +2.9% | +0.2% |
| 30D | +0.2% | +6.8% | -6.6% | -0.4% |
| 3M | +11.7% | -2.9% | +14.6% | +11.6% |
| 6M | +13.8% | -16.4% | +30.2% | +14.6% |
| YTD | +7.0% | 0.0% | +7.0% | +6.1% |
| 1Y | +9.1% | +54.3% | -45.2% | +4.8% |
| 3Y | +75.6% | +230.7% | -155.1% | +57.9% |
| 5Y | +66.4% | +111.6% | -45.2% | +52.3% |
| 10Y | +250.3% | +211.7% | +38.6% | +200.5% |
| All | +422.3% | +1,269.9% | -847.6% | +340.1% |
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