+126.3%
PAAS vs DGX
+64.0%
+62.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +2.6% | -2.2% | +4.9% | +3.2% |
| 30D | +2.5% | -0.9% | +3.4% | +2.8% |
| 3M | +15.1% | +15.6% | -0.5% | +10.8% |
| 6M | -12.1% | +17.8% | -29.9% | -16.0% |
| YTD | +3.1% | +37.5% | -34.4% | -6.3% |
| 1Y | +50.8% | +31.2% | +19.7% | +38.8% |
| 3Y | +259.5% | +96.6% | +162.9% | +184.6% |
| 5Y | +126.3% | +64.9% | +61.4% | +78.8% |
| All | +126.3% | +64.0% | +62.3% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling