-51.1%
DOCS vs PAAS
+75.8%
-126.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.8% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | +19.4% | -11.6% | +31.0% | +22.5% |
| 3M | +53.4% | -15.6% | +69.0% | +58.1% |
| 6M | +28.8% | -19.1% | +47.9% | +32.9% |
| YTD | -25.1% | -20.9% | -4.1% | -24.0% |
| 1Y | -48.1% | +21.3% | -69.4% | -53.3% |
| 3Y | +51.4% | +177.4% | -126.0% | -1.3% |
| 5Y | -51.1% | +71.3% | -122.4% | -60.0% |
| All | -51.1% | +75.8% | -126.9% | -60.0% |
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