+179.6%
PAAS vs D
+82.3%
+97.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.4% | +6.9% | -7.4% | -2.3% |
| 30D | -11.6% | +12.3% | -24.0% | -14.7% |
| 3M | -15.6% | +3.0% | -18.6% | -16.4% |
| 6M | -19.1% | +12.8% | -31.9% | -22.6% |
| YTD | -20.9% | +22.6% | -43.5% | -26.5% |
| 1Y | +21.3% | +21.7% | -0.4% | +12.7% |
| All | +179.6% | +82.3% | +97.3% | +104.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling