+23.5%
XLP vs PAAS
+20.4%
+3.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | +3.5% | -0.4% | +3.9% | +3.4% |
| 30D | +11.6% | -11.6% | +23.2% | +11.4% |
| 3M | +7.6% | -15.6% | +23.2% | +7.4% |
| 6M | +10.0% | -19.1% | +29.2% | +9.8% |
| YTD | +19.7% | -20.9% | +40.7% | +19.5% |
| 1Y | +23.5% | +21.3% | +2.2% | +22.4% |
| All | +23.5% | +20.4% | +3.0% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling