+215.4%
PAAS vs DGX
+249.5%
-34.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.4% | -3.8% |
| 7D | -3.7% | -3.5% | -0.3% | -2.8% |
| 30D | -1.9% | -2.7% | +0.8% | -1.1% |
| 3M | +15.1% | +13.9% | +1.2% | +11.3% |
| 6M | -17.1% | +16.0% | -33.1% | -20.4% |
| YTD | -1.3% | +34.9% | -36.3% | -9.1% |
| 1Y | +41.1% | +30.6% | +10.5% | +30.8% |
| 3Y | +244.2% | +93.0% | +151.2% | +185.3% |
| 5Y | +120.8% | +64.4% | +56.4% | +88.6% |
| All | +215.4% | +249.5% | -34.1% | +121.1% |
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