+32.4%
XLY vs PAAS
+240.2%
-207.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.8% | 0.0% |
| 7D | -3.9% | -3.7% | -0.2% | -3.5% |
| 30D | -6.1% | -1.9% | -4.2% | -6.1% |
| 3M | -1.2% | +15.1% | -16.2% | -2.8% |
| 6M | -1.8% | -17.1% | +15.3% | -0.8% |
| YTD | -5.9% | -1.3% | -4.5% | -6.7% |
| 1Y | -3.1% | +41.1% | -44.2% | -7.5% |
| All | +32.4% | +240.2% | -207.8% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling