-27.5%
DOW vs PAAS
+48.6%
-76.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +5.2% | -8.9% | +14.1% | +6.3% |
| 30D | +13.2% | -11.4% | +24.6% | +14.5% |
| 3M | +10.1% | -20.4% | +30.5% | +12.4% |
| 6M | -13.1% | -40.7% | +27.6% | -8.1% |
| YTD | +46.1% | -26.9% | +73.1% | +47.7% |
| 1Y | +50.0% | -3.1% | +53.1% | +44.5% |
| 3Y | -20.2% | +199.3% | -219.5% | -38.6% |
| All | -27.5% | +48.6% | -76.1% | -39.0% |
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