+998.5%
PAAS vs DD
+837.1%
+161.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +8.4% | +4.6% | +3.8% | +6.9% |
| 30D | -7.2% | +11.8% | -18.9% | -10.1% |
| 3M | -14.0% | +2.2% | -16.2% | -14.7% |
| 6M | -26.8% | -1.6% | -25.1% | -26.4% |
| YTD | -19.8% | +23.0% | -42.8% | -23.8% |
| 1Y | +22.8% | +26.9% | -4.1% | +15.9% |
| 3Y | +183.6% | +77.9% | +105.8% | +142.6% |
| 5Y | +73.8% | +59.9% | +13.9% | +50.6% |
| 10Y | +185.6% | +90.1% | +95.5% | +122.7% |
| All | +998.5% | +837.1% | +161.5% | +509.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling