+1,472.6%
XLK vs PAAS
+1,269.9%
+202.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.9% |
| 7D | +0.9% | -2.9% | +3.8% | +1.1% |
| 30D | +0.7% | +6.8% | -6.1% | +0.1% |
| 3M | -2.9% | -2.9% | 0.0% | -2.9% |
| 6M | +34.3% | -16.4% | +50.7% | +35.6% |
| YTD | +30.4% | 0.0% | +30.4% | +29.5% |
| 1Y | +43.4% | +54.3% | -11.0% | +37.3% |
| 3Y | +116.8% | +230.7% | -113.8% | +93.6% |
| 5Y | +144.0% | +111.6% | +32.4% | +122.3% |
| 10Y | +778.8% | +211.7% | +567.0% | +657.6% |
| All | +1,472.6% | +1,269.9% | +202.7% | +1,310.7% |
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 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