+28.4%
XLY vs PAAS
+119.9%
-91.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.7% | -1.9% | +0.3% | -1.5% |
| 30D | -4.2% | -3.6% | -0.6% | -3.9% |
| 3M | -2.7% | +8.6% | -11.2% | -4.1% |
| 6M | -0.6% | -16.7% | +16.0% | +0.8% |
| YTD | -5.0% | -1.9% | -3.1% | -6.2% |
| 1Y | -4.1% | +38.0% | -42.1% | -10.1% |
| 3Y | +33.6% | +234.9% | -201.3% | +5.7% |
| All | +28.4% | +119.9% | -91.5% | +5.3% |
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 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