+26.1%
PAAS vs TDY
+22.9%
+3.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -4.8% | +13.1% | +11.1% |
| 7D | -1.1% | -5.0% | +3.9% | +1.7% |
| 30D | -8.5% | +2.0% | -10.4% | -10.1% |
| 3M | -7.3% | -7.7% | +0.4% | -2.7% |
| 6M | -18.3% | -0.9% | -17.4% | -18.6% |
| YTD | -19.2% | +23.7% | -42.9% | -22.8% |
| 1Y | +26.1% | +23.6% | +2.5% | +21.4% |
| All | +26.1% | +22.9% | +3.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling