-4.3%
XRT vs PAAS
+51.0%
-55.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.3% |
| 7D | -0.4% | -7.0% | +6.6% | +0.5% |
| 30D | +7.5% | -15.3% | +22.8% | +9.6% |
| 3M | +2.3% | -27.7% | +30.1% | +6.1% |
| 6M | +12.8% | -40.5% | +53.3% | +19.6% |
| YTD | +7.1% | -26.5% | +33.6% | +9.0% |
| 1Y | +12.3% | -0.8% | +13.0% | +9.2% |
| 3Y | +57.0% | +196.9% | -139.9% | +22.2% |
| 5Y | -4.3% | +49.2% | -53.5% | -16.0% |
| All | -4.3% | +51.0% | -55.3% | -16.0% |
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