+197.9%
PAAS vs D
+47.7%
+150.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -7.0% | -3.1% | -4.0% | -6.1% |
| 30D | -15.3% | +8.4% | -23.7% | -17.7% |
| 3M | -27.7% | +0.2% | -28.0% | -27.9% |
| 6M | -40.5% | +9.5% | -49.9% | -42.6% |
| YTD | -26.5% | +18.8% | -45.3% | -31.2% |
| 1Y | -0.8% | +14.7% | -15.5% | -6.1% |
| 3Y | +196.9% | +72.9% | +124.0% | +139.4% |
| 5Y | +49.2% | +13.1% | +36.0% | +37.7% |
| All | +197.9% | +47.7% | +150.2% | +105.2% |
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