+252.0%
PAAS vs TDY
+44.8%
+207.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.4% | +4.6% |
| 7D | +2.6% | -1.8% | +4.5% | +3.7% |
| 30D | +2.5% | -13.8% | +16.2% | +11.4% |
| 3M | +15.1% | -3.9% | +19.0% | +17.3% |
| 6M | -12.1% | -9.0% | -3.1% | -7.5% |
| YTD | +3.1% | +16.5% | -13.5% | -4.0% |
| 1Y | +50.8% | +9.3% | +41.6% | +44.7% |
| All | +252.0% | +44.8% | +207.2% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling