-50.3%
DOCS vs PAAS
+96.4%
-146.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.2% |
| 7D | -1.4% | -2.9% | +1.5% | -0.8% |
| 30D | +21.8% | +6.8% | +15.0% | +19.7% |
| 3M | +27.3% | -2.9% | +30.2% | +27.0% |
| 6M | -0.3% | -16.4% | +16.1% | +2.4% |
| YTD | -40.5% | 0.0% | -40.5% | -42.6% |
| 1Y | -61.5% | +54.3% | -115.9% | -67.7% |
| 3Y | +8.2% | +230.7% | -222.5% | -34.0% |
| 5Y | -73.4% | +111.6% | -185.1% | -80.7% |
| All | -50.3% | +96.4% | -146.6% | -65.9% |
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