+186.4%
PAAS vs DD
+105.4%
+81.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.9% | -3.0% | +1.0% |
| 7D | +8.8% | +9.8% | -1.0% | +5.3% |
| 30D | -8.5% | +19.3% | -27.8% | -13.9% |
| 3M | -17.0% | +9.4% | -26.4% | -19.7% |
| 6M | -27.9% | +4.8% | -32.7% | -29.0% |
| YTD | -17.5% | +30.2% | -47.7% | -23.6% |
| 1Y | +22.8% | +32.2% | -9.4% | +13.3% |
| 3Y | +224.2% | +93.1% | +131.1% | +165.6% |
| 5Y | +73.6% | +68.0% | +5.6% | +44.1% |
| 10Y | +186.4% | +98.5% | +87.9% | +132.0% |
| All | +186.4% | +105.4% | +81.0% | +132.0% |
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