-52.3%
DOCS vs PAAS
+73.7%
-126.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.4% | -2.0% | +4.5% |
| 7D | +1.2% | -1.1% | +2.3% | +1.4% |
| 30D | +21.3% | -8.5% | +29.8% | +23.5% |
| 3M | +58.4% | -7.3% | +65.7% | +59.9% |
| 6M | +39.3% | -18.3% | +57.6% | +43.4% |
| YTD | -21.7% | -19.2% | -2.5% | -20.9% |
| 1Y | -47.3% | +26.1% | -73.5% | -53.0% |
| 3Y | +58.2% | +183.6% | -125.4% | +3.2% |
| 5Y | -52.3% | +81.2% | -133.5% | -63.6% |
| All | -52.3% | +73.7% | -126.0% | -63.6% |
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 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