+196.2%
PAAS vs MDY
+165.3%
+30.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -8.9% | +2.3% | -11.2% | -10.1% |
| 30D | -11.4% | +2.0% | -13.4% | -12.4% |
| 3M | -20.4% | -5.6% | -14.8% | -17.4% |
| 6M | -40.7% | +1.3% | -42.0% | -40.8% |
| YTD | -26.9% | +12.3% | -39.3% | -31.0% |
| 1Y | -3.1% | +15.8% | -18.9% | -9.8% |
| 3Y | +199.3% | +56.5% | +142.8% | +135.7% |
| 5Y | +48.3% | +35.1% | +13.1% | +24.5% |
| All | +196.2% | +165.3% | +30.9% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling