-99.9%
DFNS vs PAAS
+59.6%
-159.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.7% | -8.4% | -4.6% |
| 7D | +4.6% | +2.6% | +2.0% | +4.6% |
| 30D | -73.9% | +2.5% | -76.4% | -73.9% |
| 3M | -71.7% | +15.1% | -86.8% | -71.8% |
| 6M | -94.6% | -12.1% | -82.5% | -94.6% |
| YTD | -98.1% | +3.1% | -101.1% | -98.1% |
| 1Y | -98.3% | +50.8% | -149.1% | -98.3% |
| 3Y | -99.9% | +259.5% | -359.4% | -99.9% |
| 5Y | -99.9% | +126.3% | -226.2% | -99.8% |
| All | -99.9% | +59.6% | -159.4% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling