+146.6%
XLK vs PAAS
+122.5%
+24.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.6% |
| 7D | +2.3% | +2.6% | -0.3% | +1.9% |
| 30D | +0.8% | +2.5% | -1.6% | +0.2% |
| 3M | +4.1% | +15.1% | -11.0% | +1.3% |
| 6M | +34.8% | -12.1% | +46.8% | +36.0% |
| YTD | +30.8% | +3.1% | +27.7% | +28.2% |
| 1Y | +42.4% | +50.8% | -8.5% | +30.9% |
| 3Y | +121.8% | +259.5% | -137.7% | +74.1% |
| 5Y | +146.6% | +126.3% | +20.3% | +101.7% |
| All | +146.6% | +122.5% | +24.1% | +101.7% |
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