+1,331.5%
PAAS vs IWD
+731.9%
+599.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -0.5% |
| 7D | -0.4% | -0.9% | +0.5% | +0.3% |
| 30D | -11.6% | +2.6% | -14.3% | -13.0% |
| 3M | -15.6% | +1.2% | -16.8% | -16.1% |
| 6M | -19.1% | +12.1% | -31.2% | -24.4% |
| YTD | -20.9% | +24.1% | -45.1% | -30.4% |
| 1Y | +21.3% | +28.5% | -7.2% | +4.6% |
| 3Y | +177.4% | +79.5% | +97.9% | +95.7% |
| 5Y | +71.3% | +70.3% | +1.0% | +25.4% |
| 10Y | +181.5% | +212.5% | -31.1% | +38.6% |
| All | +1,331.5% | +731.9% | +599.5% | +376.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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