+51.6%
XLU vs PAAS
+48.6%
+3.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.1% | -8.9% | +11.0% | +3.0% |
| 30D | +5.6% | -11.4% | +17.0% | +6.6% |
| 3M | +0.7% | -20.4% | +21.2% | +2.7% |
| 6M | -0.1% | -40.7% | +40.6% | +4.6% |
| YTD | +5.3% | -26.9% | +32.3% | +6.7% |
| 1Y | +2.2% | -3.1% | +5.2% | -0.2% |
| 3Y | +61.6% | +199.3% | -137.6% | +31.3% |
| All | +51.6% | +48.6% | +3.0% | +31.1% |
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