+8.5%
DT vs PAAS
+236.3%
-227.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.5% |
| 7D | -3.3% | -2.9% | -0.4% | -3.2% |
| 30D | +2.0% | +6.8% | -4.8% | +1.6% |
| 3M | +20.0% | -2.9% | +22.9% | +19.8% |
| 6M | +39.3% | -16.4% | +55.7% | +39.8% |
| YTD | +19.8% | 0.0% | +19.7% | +18.5% |
| 1Y | +4.3% | +54.3% | -50.0% | +0.1% |
| All | +8.5% | +236.3% | -227.7% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling