+145.1%
XRT vs PAAS
+168.2%
-23.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.5% | +0.2% |
| 7D | +4.1% | +4.2% | -0.1% | +3.7% |
| 30D | +9.9% | -13.8% | +23.7% | +11.4% |
| 3M | +2.3% | -22.7% | +25.0% | +4.5% |
| 6M | +9.6% | -32.1% | +41.7% | +13.0% |
| YTD | +9.1% | -22.3% | +31.4% | +10.3% |
| 1Y | +16.2% | +7.7% | +8.6% | +13.5% |
| 3Y | +60.1% | +214.0% | -154.0% | +37.2% |
| 5Y | -0.5% | +63.2% | -63.7% | -11.3% |
| 10Y | +145.1% | +185.5% | -40.4% | +110.5% |
| All | +145.1% | +168.2% | -23.1% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling