+899.8%
XLV vs PAAS
+1,260.8%
-361.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.5% |
| 7D | -2.6% | +2.0% | -4.6% | -2.7% |
| 30D | +0.9% | -0.1% | +1.0% | +0.8% |
| 3M | +10.0% | +8.2% | +1.7% | +9.4% |
| 6M | +10.4% | -13.8% | +24.2% | +10.8% |
| YTD | +8.9% | -0.6% | +9.5% | +8.3% |
| 1Y | +23.4% | +44.0% | -20.6% | +20.5% |
| 3Y | +33.1% | +246.6% | -213.5% | +23.8% |
| 5Y | +33.3% | +116.1% | -82.8% | +25.6% |
| 10Y | +170.8% | +202.7% | -32.0% | +146.6% |
| All | +899.8% | +1,260.8% | -361.0% | +793.7% |
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