+200.1%
PAAS vs D
+35.0%
+165.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | +6.8% | -3.6% | +10.4% | +8.1% |
| 3M | -2.9% | -1.0% | -1.9% | -2.8% |
| 6M | -16.4% | +6.3% | -22.7% | -18.7% |
| YTD | 0.0% | +14.7% | -14.7% | -5.3% |
| 1Y | +54.3% | +16.9% | +37.4% | +44.7% |
| 3Y | +230.7% | +56.8% | +173.9% | +173.6% |
| 5Y | +111.6% | +5.2% | +106.4% | +99.8% |
| All | +200.1% | +35.0% | +165.1% | +132.6% |
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