+647.7%
PAAS vs TDY
+7,574.9%
-6,927.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -7.0% | +9.4% | -16.5% | -8.5% |
| 30D | -15.3% | +5.9% | -21.2% | -16.2% |
| 3M | -27.7% | -5.7% | -22.1% | -27.1% |
| 6M | -40.5% | +2.4% | -42.9% | -40.7% |
| YTD | -26.5% | +26.8% | -53.3% | -29.3% |
| 1Y | -0.8% | +24.7% | -25.4% | -4.3% |
| 3Y | +196.9% | +69.2% | +127.8% | +172.6% |
| 5Y | +49.2% | +45.7% | +3.4% | +39.7% |
| 10Y | +199.4% | +444.2% | -244.8% | +132.8% |
| All | +647.7% | +7,574.9% | -6,927.3% | +377.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling