+8,712.2%
DE vs PAAS
+1,235.6%
+7,476.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +10.0% | -2.9% | +12.9% | +10.3% |
| 30D | +13.3% | +6.8% | +6.5% | +12.4% |
| 3M | +17.5% | -2.9% | +20.4% | +17.4% |
| 6M | +13.6% | -16.4% | +30.0% | +14.9% |
| YTD | +49.8% | 0.0% | +49.8% | +48.1% |
| 1Y | +47.9% | +54.3% | -6.5% | +38.9% |
| 3Y | +72.5% | +230.7% | -158.1% | +46.3% |
| 5Y | +90.2% | +111.6% | -21.4% | +66.2% |
| 10Y | +865.4% | +211.7% | +653.7% | +663.2% |
| All | +8,712.2% | +1,235.6% | +7,476.5% | +7,084.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling