+148.1%
XRT vs PAAS
+192.1%
-44.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +0.9% | +8.4% | -7.5% | +0.1% |
| 30D | +7.9% | -7.2% | +15.1% | +8.6% |
| 3M | -0.2% | -14.0% | +13.8% | +0.9% |
| 6M | +5.6% | -26.8% | +32.3% | +8.0% |
| YTD | +5.7% | -19.8% | +25.5% | +6.4% |
| 1Y | +14.6% | +22.8% | -8.3% | +10.4% |
| 3Y | +50.7% | +183.6% | -133.0% | +30.5% |
| 5Y | -4.8% | +73.8% | -78.7% | -15.6% |
| All | +148.1% | +192.1% | -44.1% | +113.6% |
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