+202.7%
PAAS vs DD
+69.4%
+133.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.0% | -0.6% | +2.6% | +2.2% |
| 30D | -0.1% | -7.4% | +7.3% | +2.5% |
| 3M | +8.2% | -6.4% | +14.7% | +10.8% |
| 6M | -13.8% | -2.5% | -11.3% | -12.7% |
| YTD | -0.6% | +10.2% | -10.9% | -2.6% |
| 1Y | +44.0% | +36.9% | +7.1% | +32.2% |
| 3Y | +246.6% | +47.0% | +199.6% | +208.2% |
| 5Y | +116.1% | +63.1% | +52.9% | +83.6% |
| 10Y | +202.7% | +68.2% | +134.6% | +122.2% |
| All | +202.7% | +69.4% | +133.4% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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