+196.2%
PAAS vs DGX
+279.6%
-83.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -8.9% | +1.6% | -10.5% | -9.2% |
| 30D | -11.4% | +11.2% | -22.6% | -13.7% |
| 3M | -20.4% | +10.4% | -30.8% | -22.4% |
| 6M | -40.7% | +37.1% | -77.8% | -45.3% |
| YTD | -26.9% | +52.1% | -79.1% | -34.7% |
| 1Y | -3.1% | +40.7% | -43.8% | -11.7% |
| 3Y | +199.3% | +107.6% | +91.7% | +143.8% |
| 5Y | +48.3% | +90.6% | -42.3% | +22.2% |
| All | +196.2% | +279.6% | -83.4% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling