+1,030.3%
PAAS vs MDY
+2,555.9%
-1,525.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +1.2% |
| 7D | +8.8% | +0.7% | +8.2% | +8.5% |
| 30D | -8.5% | +1.3% | -9.8% | -9.0% |
| 3M | -17.0% | -4.1% | -12.9% | -15.0% |
| 6M | -27.9% | +1.0% | -28.9% | -27.9% |
| YTD | -17.5% | +13.3% | -30.8% | -22.0% |
| 1Y | +22.8% | +15.7% | +7.1% | +15.0% |
| 3Y | +224.2% | +59.6% | +164.7% | +156.7% |
| 5Y | +73.6% | +36.3% | +37.3% | +48.3% |
| 10Y | +186.4% | +173.6% | +12.7% | +65.8% |
| All | +1,030.3% | +2,555.9% | -1,525.6% | +289.3% |
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