+201.0%
PAAS vs DD
+89.9%
+111.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.8% |
| 7D | -7.0% | +6.7% | -13.8% | -10.2% |
| 30D | -15.3% | +19.4% | -34.7% | -23.5% |
| 3M | -27.7% | +7.6% | -35.4% | -30.9% |
| 6M | -40.5% | +2.9% | -43.3% | -41.6% |
| YTD | -26.5% | +29.9% | -56.4% | -34.9% |
| 1Y | -0.8% | +28.6% | -29.4% | -11.7% |
| All | +201.0% | +89.9% | +111.1% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling