+34.9%
XLV vs PAAS
+116.4%
-81.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -4.4% | -3.7% | -0.7% | -4.2% |
| 30D | -1.4% | -1.9% | +0.5% | -1.4% |
| 3M | +8.9% | +15.1% | -6.2% | +7.6% |
| 6M | +9.1% | -17.1% | +26.2% | +9.9% |
| YTD | +7.9% | -1.3% | +9.2% | +7.1% |
| 1Y | +22.7% | +41.1% | -18.3% | +18.3% |
| 3Y | +31.9% | +244.2% | -212.3% | +15.5% |
| 5Y | +34.9% | +120.8% | -85.9% | +21.2% |
| All | +34.9% | +116.4% | -81.5% | +21.2% |
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