+8,454.5%
DE vs PAAS
+971.0%
+7,483.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -0.6% | +8.4% | -9.0% | -1.4% |
| 30D | +2.3% | -7.2% | +9.4% | +2.9% |
| 3M | +9.5% | -14.0% | +23.5% | +10.8% |
| 6M | +14.1% | -26.8% | +40.8% | +17.0% |
| YTD | +45.4% | -19.8% | +65.2% | +46.8% |
| 1Y | +42.9% | +22.8% | +20.1% | +37.5% |
| 3Y | +84.8% | +183.6% | -98.8% | +59.0% |
| 5Y | +101.8% | +73.8% | +28.0% | +79.7% |
| 10Y | +788.0% | +185.6% | +602.4% | +608.2% |
| All | +8,454.5% | +971.0% | +7,483.5% | +7,019.9% |
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