-5.5%
DT vs PAAS
+5.1%
-10.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -5.4% | -5.2% | -0.2% | -5.1% |
| 30D | -32.2% | -13.9% | -18.3% | -31.7% |
| 3M | -10.9% | -23.8% | +12.9% | -10.0% |
| 6M | +10.0% | -36.4% | +46.4% | +10.6% |
| YTD | +2.1% | -23.4% | +25.4% | 0.0% |
| 1Y | -5.5% | +5.6% | -11.2% | -12.5% |
| All | -5.5% | +5.1% | -10.6% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling