+665.5%
XLU vs PAAS
+900.6%
-235.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.1% | -8.9% | +11.0% | +2.8% |
| 30D | +5.6% | -11.4% | +17.0% | +6.3% |
| 3M | +0.7% | -20.4% | +21.2% | +2.1% |
| 6M | -0.1% | -40.7% | +40.6% | +3.1% |
| YTD | +5.3% | -26.9% | +32.3% | +6.5% |
| 1Y | +2.2% | -3.1% | +5.2% | +1.1% |
| 3Y | +61.6% | +199.3% | -137.6% | +45.6% |
| 5Y | +53.6% | +48.3% | +5.3% | +43.4% |
| 10Y | +162.3% | +197.6% | -35.4% | +126.1% |
| All | +665.5% | +900.6% | -235.1% | +541.3% |
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