+982.8%
PAAS vs D
+1,434.3%
-451.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -0.4% | +6.9% | -7.4% | -2.5% |
| 30D | -11.6% | +12.3% | -24.0% | -15.0% |
| 3M | -15.6% | +3.0% | -18.6% | -16.6% |
| 6M | -19.1% | +12.8% | -31.9% | -22.8% |
| YTD | -20.9% | +22.6% | -43.5% | -26.5% |
| 1Y | +21.3% | +21.7% | -0.4% | +12.8% |
| 3Y | +177.4% | +83.9% | +93.5% | +122.4% |
| 5Y | +71.3% | +14.0% | +57.4% | +59.7% |
| 10Y | +181.5% | +45.6% | +135.9% | +134.0% |
| All | +982.8% | +1,434.3% | -451.5% | +684.8% |
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 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