+1,269.9%
PAAS vs MDY
+2,599.9%
-1,330.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +6.8% | -1.5% | +8.3% | +7.7% |
| 3M | -2.9% | +0.8% | -3.7% | -3.0% |
| 6M | -16.4% | +7.4% | -23.9% | -19.1% |
| YTD | 0.0% | +15.2% | -15.2% | -6.5% |
| 1Y | +54.3% | +16.5% | +37.8% | +43.6% |
| 3Y | +230.7% | +46.8% | +183.9% | +172.8% |
| 5Y | +111.6% | +46.0% | +65.6% | +74.1% |
| 10Y | +211.7% | +172.1% | +39.6% | +81.0% |
| All | +1,269.9% | +2,599.9% | -1,330.0% | +366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling