+124.8%
XRT vs PAAS
+218.1%
-93.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.4% | -2.0% |
| 7D | -2.4% | +2.6% | -5.0% | -2.7% |
| 30D | -6.9% | +2.5% | -9.4% | -7.3% |
| 3M | -0.4% | +15.1% | -15.5% | -2.1% |
| 6M | +2.2% | -12.1% | +14.3% | +2.8% |
| YTD | -0.7% | +3.1% | -3.7% | -2.2% |
| 1Y | -2.0% | +50.8% | -52.8% | -7.4% |
| 3Y | +41.0% | +259.5% | -218.5% | +19.7% |
| 5Y | -3.3% | +126.3% | -129.6% | -16.1% |
| 10Y | +124.8% | +239.7% | -114.9% | +89.4% |
| All | +124.8% | +218.1% | -93.3% | +89.4% |
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