+139.5%
XLP vs PAAS
+205.7%
-66.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +2.5% | -8.9% | +11.4% | +3.0% |
| 30D | +7.3% | -11.4% | +18.7% | +7.8% |
| 3M | +8.1% | -20.4% | +28.5% | +9.1% |
| 6M | +10.5% | -40.7% | +51.2% | +12.9% |
| YTD | +21.2% | -26.9% | +48.1% | +22.0% |
| 1Y | +22.7% | -3.1% | +25.8% | +21.5% |
| 3Y | +44.8% | +199.3% | -154.5% | +32.1% |
| 5Y | +44.7% | +48.3% | -3.6% | +35.9% |
| All | +139.5% | +205.7% | -66.2% | +114.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling