+513.3%
XRT vs PAAS
+292.1%
+221.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.2% |
| 7D | +0.8% | -2.9% | +3.7% | +1.1% |
| 30D | -4.2% | +6.8% | -11.0% | -5.0% |
| 3M | +5.1% | -2.9% | +8.0% | +5.0% |
| 6M | +2.4% | -16.4% | +18.8% | +3.5% |
| YTD | +3.2% | 0.0% | +3.2% | +1.9% |
| 1Y | +1.5% | +54.3% | -52.8% | -4.4% |
| 3Y | +40.6% | +230.7% | -190.1% | +20.1% |
| 5Y | -1.0% | +111.6% | -112.6% | -13.1% |
| 10Y | +128.4% | +211.7% | -83.3% | +83.2% |
| All | +513.3% | +292.1% | +221.2% | +291.0% |
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 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