+34.1%
XLP vs PAAS
+113.1%
-79.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | -1.0% | -2.9% | +1.9% | -0.9% |
| 30D | -0.9% | +6.8% | -7.7% | -1.2% |
| 3M | +3.8% | -2.9% | +6.7% | +3.8% |
| 6M | -1.7% | -16.4% | +14.7% | -1.2% |
| YTD | +10.3% | 0.0% | +10.2% | +9.5% |
| 1Y | +7.8% | +54.3% | -46.5% | +4.0% |
| 3Y | +27.2% | +230.7% | -203.5% | +14.1% |
| All | +34.1% | +113.1% | -79.0% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling