+947.5%
PAAS vs DGX
+8,858.2%
-7,910.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -2.9% | -2.3% | -0.6% | -2.6% |
| 30D | +6.8% | +0.6% | +6.2% | +6.8% |
| 3M | -2.9% | +21.4% | -24.3% | -5.4% |
| 6M | -16.4% | +14.7% | -31.2% | -18.1% |
| YTD | 0.0% | +38.4% | -38.4% | -4.4% |
| 1Y | +54.3% | +34.0% | +20.4% | +48.0% |
| 3Y | +230.7% | +92.7% | +138.0% | +201.9% |
| 5Y | +111.6% | +67.7% | +43.9% | +95.8% |
| 10Y | +211.7% | +248.0% | -36.3% | +163.5% |
| All | +947.5% | +8,858.2% | -7,910.7% | +762.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling