+128.8%
XLP vs PAAS
+178.0%
-49.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.8% |
| 7D | +0.1% | +8.8% | -8.8% | -0.3% |
| 30D | +8.9% | -8.5% | +17.4% | +9.3% |
| 3M | +7.5% | -17.0% | +24.5% | +8.2% |
| 6M | +9.4% | -27.9% | +37.3% | +10.8% |
| YTD | +19.3% | -17.5% | +36.7% | +19.4% |
| 1Y | +21.7% | +22.8% | -1.1% | +19.0% |
| 3Y | +44.0% | +224.2% | -180.3% | +30.8% |
| 5Y | +42.8% | +73.6% | -30.9% | +33.0% |
| 10Y | +128.8% | +186.4% | -57.6% | +103.7% |
| All | +128.8% | +178.0% | -49.2% | +103.7% |
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 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