-63.9%
XYZ vs PAAS
+71.7%
-135.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.3% |
| 7D | +12.1% | +8.4% | +3.7% | +9.6% |
| 30D | +12.4% | -7.2% | +19.5% | +14.9% |
| 3M | +8.2% | -14.0% | +22.2% | +12.3% |
| 6M | +20.7% | -26.8% | +47.4% | +30.7% |
| YTD | +31.3% | -19.8% | +51.1% | +35.6% |
| 1Y | +20.5% | +22.8% | -2.3% | +7.0% |
| 3Y | +72.6% | +183.6% | -111.0% | +0.4% |
| All | -63.9% | +71.7% | -135.6% | -72.8% |
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