+43.4%
XLP vs PAAS
+210.2%
-166.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.5% |
| 7D | -0.5% | -5.2% | +4.6% | -0.4% |
| 30D | +8.3% | -13.9% | +22.3% | +8.5% |
| 3M | +8.7% | -23.8% | +32.5% | +9.1% |
| 6M | +11.2% | -36.4% | +47.6% | +12.2% |
| YTD | +20.0% | -23.4% | +43.3% | +20.0% |
| 1Y | +21.3% | +5.6% | +15.7% | +20.1% |
| All | +43.4% | +210.2% | -166.8% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling