+638.3%
DIS vs PAAS
+1,235.6%
-597.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | -2.6% | -2.9% | +0.3% | -2.4% |
| 30D | +3.5% | +6.8% | -3.3% | +2.9% |
| 3M | +6.8% | -2.9% | +9.7% | +6.8% |
| 6M | +3.0% | -16.4% | +19.4% | +3.7% |
| YTD | -6.7% | 0.0% | -6.8% | -7.4% |
| 1Y | -10.1% | +54.3% | -64.4% | -13.4% |
| 3Y | +33.0% | +230.7% | -197.6% | +20.3% |
| 5Y | -40.0% | +111.6% | -151.6% | -44.8% |
| 10Y | +21.1% | +211.7% | -190.7% | +6.0% |
| All | +638.3% | +1,235.6% | -597.3% | +555.1% |
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