+1,269.9%
PAAS vs DD
+741.6%
+528.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.5% |
| 7D | -2.9% | -3.5% | +0.6% | -1.9% |
| 30D | +6.8% | -10.3% | +17.1% | +9.9% |
| 3M | -2.9% | -7.5% | +4.7% | -0.6% |
| 6M | -16.4% | -8.0% | -8.4% | -14.3% |
| YTD | 0.0% | +10.5% | -10.4% | -1.9% |
| 1Y | +54.3% | +38.3% | +16.1% | +42.5% |
| 3Y | +230.7% | +42.5% | +188.2% | +200.1% |
| 5Y | +111.6% | +60.2% | +51.5% | +83.8% |
| 10Y | +211.7% | +68.9% | +142.9% | +151.6% |
| All | +1,269.9% | +741.6% | +528.3% | +684.8% |
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