-35.3%
DOW vs PAAS
+250.5%
-285.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.8% |
| 7D | -2.4% | -2.9% | +0.5% | -2.1% |
| 30D | +0.4% | +6.8% | -6.4% | -0.6% |
| 3M | -14.4% | -2.9% | -11.5% | -14.4% |
| 6M | -7.0% | -16.4% | +9.5% | -5.6% |
| YTD | +30.2% | 0.0% | +30.2% | +27.3% |
| 1Y | +29.2% | +54.3% | -25.1% | +16.7% |
| All | -35.3% | +250.5% | -285.8% | -52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling