+1,269.9%
PAAS vs D
+1,350.6%
-80.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.9% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +6.8% | -3.6% | +10.4% | +8.0% |
| 3M | -2.9% | -1.0% | -1.9% | -2.8% |
| 6M | -16.4% | +6.3% | -22.7% | -18.5% |
| YTD | 0.0% | +14.7% | -14.7% | -4.9% |
| 1Y | +54.3% | +16.9% | +37.4% | +45.5% |
| 3Y | +230.7% | +56.8% | +173.9% | +179.9% |
| 5Y | +111.6% | +5.2% | +106.4% | +102.7% |
| 10Y | +211.7% | +35.9% | +175.9% | +165.9% |
| All | +1,269.9% | +1,350.6% | -80.7% | +912.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling