+1,101.4%
XLY vs PAAS
+1,311.5%
-210.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.1% | -1.6% |
| 7D | -2.1% | +2.6% | -4.7% | -2.3% |
| 30D | -6.0% | +2.5% | -8.5% | -6.3% |
| 3M | -2.7% | +15.1% | -17.8% | -3.9% |
| 6M | -1.5% | -12.1% | +10.6% | -1.0% |
| YTD | -5.4% | +3.1% | -8.5% | -6.3% |
| 1Y | -3.8% | +50.8% | -54.7% | -7.5% |
| 3Y | +36.6% | +259.5% | -222.9% | +22.3% |
| 5Y | +27.4% | +126.3% | -99.0% | +16.3% |
| 10Y | +218.2% | +239.7% | -21.5% | +175.7% |
| All | +1,101.4% | +1,311.5% | -210.1% | +953.5% |
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