+224.2%
PAAS vs MDY
+57.1%
+167.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | -0.3% |
| 7D | +8.8% | +0.7% | +8.2% | +8.1% |
| 30D | -8.5% | +1.3% | -9.8% | -9.5% |
| 3M | -17.0% | -4.1% | -12.9% | -13.5% |
| 6M | -27.9% | +1.0% | -28.9% | -28.1% |
| YTD | -17.5% | +13.3% | -30.8% | -25.0% |
| 1Y | +22.8% | +15.7% | +7.1% | +10.0% |
| 3Y | +224.2% | +59.6% | +164.7% | +96.2% |
| All | +224.2% | +57.1% | +167.1% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling