+135.9%
XLU vs PAAS
+230.4%
-94.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | -3.3% | -3.6% | +0.3% | -3.1% |
| 3M | -3.2% | +8.6% | -11.7% | -4.2% |
| 6M | -7.0% | -16.7% | +9.7% | -6.0% |
| YTD | +0.6% | -1.9% | +2.6% | -0.5% |
| 1Y | +2.4% | +38.0% | -35.6% | -2.6% |
| 3Y | +46.3% | +234.9% | -188.7% | +24.1% |
| 5Y | +44.0% | +119.5% | -75.5% | +25.0% |
| All | +135.9% | +230.4% | -94.5% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling