-0.8%
PAAS vs D
+15.2%
-15.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -7.0% | -3.1% | -4.0% | -6.8% |
| 30D | -15.3% | +8.4% | -23.7% | -15.5% |
| 3M | -27.7% | +0.2% | -28.0% | -27.6% |
| 6M | -40.5% | +9.5% | -49.9% | -41.0% |
| YTD | -26.5% | +18.8% | -45.3% | -26.7% |
| 1Y | -0.8% | +14.7% | -15.5% | -0.3% |
| All | -0.8% | +15.2% | -15.9% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling