-68.9%
XYZ vs PAAS
+113.1%
-181.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | -1.0% | -2.9% | +1.9% | 0.0% |
| 30D | -1.7% | +6.8% | -8.5% | -4.3% |
| 3M | +16.7% | -2.9% | +19.6% | +16.5% |
| 6M | +26.9% | -16.4% | +43.3% | +31.4% |
| YTD | +27.1% | 0.0% | +27.1% | +23.0% |
| 1Y | +9.3% | +54.3% | -45.1% | -10.3% |
| 3Y | +42.3% | +230.7% | -188.4% | -19.5% |
| All | -68.9% | +113.1% | -181.9% | -80.5% |
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 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