+5.8%
XLU vs PAAS
+54.7%
-48.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.2% |
| 7D | +0.8% | -2.9% | +3.7% | +0.9% |
| 30D | -1.3% | +6.8% | -8.1% | -1.6% |
| 3M | -1.3% | -2.9% | +1.6% | -1.3% |
| 6M | -7.6% | -16.4% | +8.8% | -7.2% |
| YTD | +2.3% | 0.0% | +2.2% | +1.5% |
| 1Y | +5.8% | +54.3% | -48.6% | +0.9% |
| All | +5.8% | +54.7% | -48.9% | +0.9% |
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