+566.3%
XLP vs PAAS
+1,007.0%
-440.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.4% | -5.0% | +3.1% |
| 7D | +5.9% | -1.1% | +7.0% | +5.9% |
| 30D | +13.5% | -8.5% | +21.9% | +13.7% |
| 3M | +8.4% | -7.3% | +15.7% | +8.5% |
| 6M | +11.5% | -18.3% | +29.8% | +12.0% |
| YTD | +20.6% | -19.2% | +39.8% | +20.9% |
| 1Y | +24.3% | +26.1% | -1.8% | +22.4% |
| 3Y | +45.1% | +183.6% | -138.6% | +37.5% |
| 5Y | +44.6% | +81.2% | -36.6% | +38.3% |
| 10Y | +133.1% | +187.8% | -54.7% | +116.2% |
| All | +566.3% | +1,007.0% | -440.8% | +498.8% |
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