+0.4%
DOW vs PAAS
+227.8%
-227.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.4% |
| 7D | +3.7% | -7.0% | +10.7% | +4.5% |
| 30D | +16.3% | -15.3% | +31.6% | +18.4% |
| 3M | +9.7% | -27.7% | +37.4% | +13.7% |
| 6M | -14.1% | -40.5% | +26.4% | -9.0% |
| YTD | +46.6% | -26.5% | +73.1% | +48.6% |
| 1Y | +56.8% | -0.8% | +57.6% | +51.5% |
| 3Y | -20.4% | +196.9% | -217.3% | -37.0% |
| 5Y | -27.4% | +49.2% | -76.6% | -38.3% |
| All | +0.4% | +227.8% | -227.4% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling