-4.9%
DOW vs PAAS
+257.8%
-262.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | -9.5% | +8.4% | -17.9% | -10.5% |
| 30D | +13.1% | -7.2% | +20.2% | +13.9% |
| 3M | +4.8% | -14.0% | +18.9% | +6.2% |
| 6M | -16.7% | -26.8% | +10.1% | -14.1% |
| YTD | +38.9% | -19.8% | +58.7% | +39.4% |
| 1Y | +48.3% | +22.8% | +25.4% | +39.1% |
| 3Y | -24.4% | +183.6% | -208.0% | -39.6% |
| 5Y | -29.2% | +73.8% | -103.0% | -41.0% |
| All | -4.9% | +257.8% | -262.6% | -24.6% |
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 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