+70.8%
PAAS vs D
+12.5%
+58.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +2.9% | +2.1% |
| 7D | +8.4% | +3.0% | +5.4% | +7.2% |
| 30D | -7.2% | +11.5% | -18.7% | -11.5% |
| 3M | -14.0% | +3.7% | -17.8% | -15.5% |
| 6M | -26.8% | +13.5% | -40.3% | -31.2% |
| YTD | -19.8% | +20.7% | -40.5% | -26.9% |
| 1Y | +22.8% | +18.2% | +4.6% | +12.7% |
| 3Y | +183.6% | +73.3% | +110.3% | +106.1% |
| All | +70.8% | +12.5% | +58.3% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling