+84.8%
DE vs PAAS
+182.2%
-97.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -0.6% | +8.4% | -9.0% | -1.3% |
| 30D | +2.3% | -7.2% | +9.4% | +2.8% |
| 3M | +9.5% | -14.0% | +23.5% | +10.6% |
| 6M | +14.1% | -26.8% | +40.8% | +16.8% |
| YTD | +45.4% | -19.8% | +65.2% | +47.0% |
| 1Y | +42.9% | +22.8% | +20.1% | +38.8% |
| 3Y | +84.8% | +183.6% | -98.8% | +54.8% |
| All | +84.8% | +182.2% | -97.3% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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