+88.3%
DT vs PAAS
+183.3%
-95.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.2% |
| 7D | +2.7% | -7.0% | +9.8% | +3.9% |
| 30D | -30.4% | -15.3% | -15.1% | -28.6% |
| 3M | -9.4% | -27.7% | +18.3% | -5.1% |
| 6M | +14.5% | -40.5% | +55.0% | +23.1% |
| YTD | +3.6% | -26.5% | +30.1% | +5.7% |
| 1Y | -3.4% | -0.8% | -2.7% | -7.0% |
| 3Y | -11.1% | +196.9% | -208.0% | -35.1% |
| 5Y | -39.5% | +49.2% | -88.6% | -50.1% |
| All | +88.3% | +183.3% | -95.1% | +53.1% |
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