-100.0%
DFNS vs PAAS
+51.0%
-150.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -4.1% | -15.2% | -19.4% |
| 7D | -12.7% | -7.0% | -5.6% | -12.7% |
| 30D | -65.2% | -15.3% | -49.9% | -65.2% |
| 3M | -94.6% | -27.7% | -66.8% | -94.6% |
| 6M | -96.2% | -40.5% | -55.8% | -96.3% |
| YTD | -99.6% | -26.5% | -73.1% | -99.6% |
| 1Y | -99.7% | -0.8% | -98.9% | -99.7% |
| 3Y | -100.0% | +196.9% | -296.9% | -100.0% |
| 5Y | -100.0% | +49.2% | -149.1% | -100.0% |
| All | -100.0% | +51.0% | -150.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling