+117.6%
DT vs PAAS
+285.6%
-168.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.2% |
| 7D | -3.3% | -2.9% | -0.4% | -2.9% |
| 30D | +2.0% | +6.8% | -4.8% | +0.6% |
| 3M | +20.0% | -2.9% | +22.9% | +19.9% |
| 6M | +39.3% | -16.4% | +55.7% | +41.4% |
| YTD | +19.8% | 0.0% | +19.7% | +16.7% |
| 1Y | +4.3% | +54.3% | -50.0% | -7.1% |
| 3Y | +7.7% | +230.7% | -223.0% | -21.7% |
| 5Y | -26.8% | +111.6% | -138.5% | -43.0% |
| All | +117.6% | +285.6% | -168.0% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling