+643.4%
XLU vs PAAS
+1,269.9%
-626.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +1.0% |
| 30D | -1.3% | +6.8% | -8.1% | -1.9% |
| 3M | -1.3% | -2.9% | +1.6% | -1.4% |
| 6M | -7.6% | -16.4% | +8.8% | -7.0% |
| YTD | +2.3% | 0.0% | +2.2% | +1.3% |
| 1Y | +5.8% | +54.3% | -48.6% | +1.3% |
| 3Y | +50.5% | +230.7% | -180.1% | +34.8% |
| 5Y | +44.1% | +111.6% | -67.5% | +31.4% |
| 10Y | +138.2% | +211.7% | -73.5% | +104.2% |
| All | +643.4% | +1,269.9% | -626.5% | +510.3% |
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 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