+84.4%
DT vs PAAS
+218.2%
-133.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.8% |
| 7D | -20.2% | +8.8% | -29.1% | -21.3% |
| 30D | -30.8% | -8.5% | -22.3% | -29.8% |
| 3M | -10.2% | -17.0% | +6.8% | -8.0% |
| 6M | +8.0% | -27.9% | +35.9% | +12.6% |
| YTD | +1.5% | -17.5% | +18.9% | +1.7% |
| 1Y | -6.9% | +22.8% | -29.7% | -13.6% |
| 3Y | -10.9% | +224.2% | -235.1% | -35.7% |
| 5Y | -42.2% | +73.6% | -115.8% | -53.5% |
| All | +84.4% | +218.2% | -133.8% | +47.2% |
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