-36.6%
DT vs PAAS
+48.6%
-85.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +3.1% | -8.9% | +12.0% | +4.4% |
| 30D | -29.5% | -11.4% | -18.1% | -28.5% |
| 3M | -11.7% | -20.4% | +8.7% | -9.4% |
| 6M | +29.0% | -40.7% | +69.7% | +37.0% |
| YTD | +3.4% | -26.9% | +30.3% | +5.0% |
| 1Y | -4.2% | -3.1% | -1.2% | -7.4% |
| 3Y | -12.8% | +199.3% | -212.1% | -37.4% |
| All | -36.6% | +48.6% | -85.2% | -35.6% |
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