+186.4%
PAAS vs D
+42.1%
+144.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | +8.8% | +0.8% | +8.1% | +8.6% |
| 30D | -8.5% | +10.7% | -19.2% | -11.7% |
| 3M | -17.0% | +2.3% | -19.3% | -17.8% |
| 6M | -27.9% | +12.5% | -40.4% | -31.2% |
| YTD | -17.5% | +20.1% | -37.6% | -23.1% |
| 1Y | +22.8% | +15.6% | +7.3% | +15.8% |
| 3Y | +224.2% | +75.2% | +149.1% | +159.7% |
| 5Y | +73.6% | +14.6% | +59.1% | +59.6% |
| 10Y | +186.4% | +43.8% | +142.6% | +112.3% |
| All | +186.4% | +42.1% | +144.2% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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