+41.1%
PAAS vs DGX
+29.3%
+11.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.4% | -4.2% |
| 7D | -3.7% | -3.5% | -0.3% | -3.6% |
| 30D | -1.9% | -2.7% | +0.8% | -1.8% |
| 3M | +15.1% | +13.9% | +1.2% | +16.8% |
| 6M | -17.1% | +16.0% | -33.1% | -15.9% |
| YTD | -1.3% | +34.9% | -36.3% | +0.4% |
| 1Y | +41.1% | +30.6% | +10.5% | +45.5% |
| All | +41.1% | +29.3% | +11.8% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling