+179.6%
PAAS vs DOC
+43.2%
+136.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | -0.4% | +6.2% | -6.6% | -3.1% |
| 30D | -11.6% | +6.5% | -18.1% | -14.3% |
| 3M | -15.6% | -6.2% | -9.3% | -13.1% |
| 6M | -19.1% | +25.6% | -44.7% | -28.7% |
| YTD | -20.9% | +32.1% | -53.0% | -32.3% |
| 1Y | +21.3% | +20.3% | +1.0% | +8.8% |
| All | +179.6% | +43.2% | +136.4% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling