+119.0%
PAAS vs D
+4.5%
+114.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | +6.8% | -3.6% | +10.4% | +8.3% |
| 3M | -2.9% | -1.0% | -1.9% | -2.8% |
| 6M | -16.4% | +6.3% | -22.7% | -19.3% |
| YTD | 0.0% | +14.7% | -14.7% | -6.7% |
| 1Y | +54.3% | +16.9% | +37.4% | +42.1% |
| 3Y | +230.7% | +56.8% | +173.9% | +153.2% |
| All | +119.0% | +4.5% | +114.4% | +104.8% |
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