+44.4%
XLU vs PAAS
+116.4%
-71.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.6% |
| 7D | -1.2% | -3.7% | +2.5% | -0.8% |
| 30D | -2.5% | -1.9% | -0.7% | -2.5% |
| 3M | -2.7% | +15.1% | -17.8% | -4.5% |
| 6M | -7.5% | -17.1% | +9.6% | -6.3% |
| YTD | +0.9% | -1.3% | +2.3% | -0.5% |
| 1Y | +3.3% | +41.1% | -37.8% | -3.1% |
| 3Y | +47.3% | +244.2% | -196.9% | +18.6% |
| 5Y | +44.4% | +120.8% | -76.4% | +19.3% |
| All | +44.4% | +116.4% | -71.9% | +19.3% |
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