+554.0%
XYZ vs PAAS
+594.9%
-40.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.4% |
| 7D | +12.1% | +8.4% | +3.7% | +10.5% |
| 30D | +12.4% | -7.2% | +19.5% | +14.0% |
| 3M | +8.2% | -14.0% | +22.2% | +10.9% |
| 6M | +20.7% | -26.8% | +47.4% | +27.2% |
| YTD | +31.3% | -19.8% | +51.1% | +34.7% |
| 1Y | +20.5% | +22.8% | -2.3% | +13.2% |
| 3Y | +72.6% | +183.6% | -111.0% | +32.6% |
| 5Y | -64.0% | +73.8% | -137.8% | -70.5% |
| 10Y | +601.8% | +185.6% | +416.2% | +463.6% |
| All | +554.0% | +594.9% | -40.9% | +450.6% |
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