+252.0%
PAAS vs MDY
+48.7%
+203.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.7% |
| 7D | +2.6% | -0.8% | +3.4% | +3.4% |
| 30D | +2.5% | -3.9% | +6.3% | +6.4% |
| 3M | +15.1% | 0.0% | +15.1% | +15.3% |
| 6M | -12.1% | +8.5% | -20.6% | -17.7% |
| YTD | +3.1% | +13.2% | -10.2% | -6.5% |
| 1Y | +50.8% | +15.0% | +35.8% | +35.2% |
| All | +252.0% | +48.7% | +203.3% | +143.5% |
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