-62.3%
XYZ vs PAAS
+62.0%
-124.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.5% | -1.5% |
| 7D | +12.6% | +4.2% | +8.4% | +11.4% |
| 30D | +10.8% | -13.8% | +24.6% | +15.9% |
| 3M | +8.4% | -22.7% | +31.1% | +16.5% |
| 6M | +14.3% | -32.1% | +46.4% | +26.8% |
| YTD | +31.5% | -22.3% | +53.8% | +37.1% |
| 1Y | +28.1% | +7.7% | +20.5% | +19.0% |
| 3Y | +66.2% | +214.0% | -147.8% | -7.6% |
| 5Y | -62.3% | +63.2% | -125.5% | -70.5% |
| All | -62.3% | +62.0% | -124.3% | -70.5% |
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