+561.3%
XLP vs PAAS
+982.8%
-421.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | +3.5% | -0.4% | +3.9% | +3.5% |
| 30D | +11.6% | -11.6% | +23.2% | +12.0% |
| 3M | +7.6% | -15.6% | +23.2% | +8.1% |
| 6M | +10.0% | -19.1% | +29.2% | +10.5% |
| YTD | +19.7% | -20.9% | +40.7% | +20.1% |
| 1Y | +23.5% | +21.3% | +2.2% | +21.8% |
| 3Y | +44.0% | +177.4% | -133.4% | +36.6% |
| 5Y | +42.7% | +71.3% | -28.6% | +36.8% |
| 10Y | +131.3% | +181.5% | -50.1% | +114.7% |
| All | +561.3% | +982.8% | -421.5% | +494.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling