+44.0%
PAAS vs DD
+37.3%
+6.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | +2.0% | -0.6% | +2.6% | +2.4% |
| 30D | -0.1% | -7.4% | +7.3% | +5.5% |
| 3M | +8.2% | -6.4% | +14.7% | +13.6% |
| 6M | -13.8% | -2.5% | -11.3% | -11.4% |
| YTD | -0.6% | +10.2% | -10.9% | +0.2% |
| 1Y | +44.0% | +36.9% | +7.1% | +42.0% |
| All | +44.0% | +37.3% | +6.7% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling