-64.6%
XYZ vs PAAS
+75.8%
-140.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.9% | -3.4% |
| 7D | +9.2% | -0.4% | +9.6% | +9.5% |
| 30D | +9.8% | -11.6% | +21.4% | +14.0% |
| 3M | -0.2% | -15.6% | +15.4% | +4.2% |
| 6M | +18.0% | -19.1% | +37.1% | +23.3% |
| YTD | +29.1% | -20.9% | +50.1% | +33.9% |
| 1Y | +14.1% | +21.3% | -7.2% | +1.7% |
| 3Y | +72.6% | +177.4% | -104.7% | +1.2% |
| 5Y | -64.6% | +71.3% | -135.9% | -73.9% |
| All | -64.6% | +75.8% | -140.4% | -73.9% |
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