+126.3%
PAAS vs MDY
+45.8%
+80.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.6% |
| 7D | +2.6% | -0.8% | +3.4% | +3.2% |
| 30D | +2.5% | -3.9% | +6.3% | +5.8% |
| 3M | +15.1% | 0.0% | +15.1% | +15.3% |
| 6M | -12.1% | +8.5% | -20.6% | -16.9% |
| YTD | +3.1% | +13.2% | -10.2% | -5.3% |
| 1Y | +50.8% | +15.0% | +35.8% | +37.2% |
| 3Y | +259.5% | +49.6% | +209.9% | +168.1% |
| 5Y | +126.3% | +46.0% | +80.3% | +68.0% |
| All | +126.3% | +45.8% | +80.5% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling