+26.1%
PAAS vs DG
+45.3%
-19.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +8.5% | -0.2% | +6.9% |
| 7D | -1.1% | +12.3% | -13.4% | -2.9% |
| 30D | -8.5% | +19.3% | -27.7% | -11.2% |
| 3M | -7.3% | +11.9% | -19.1% | -9.2% |
| 6M | -18.3% | +25.0% | -43.2% | -22.5% |
| YTD | -19.2% | +8.7% | -27.9% | -17.6% |
| 1Y | +26.1% | +44.7% | -18.5% | +22.5% |
| All | +26.1% | +45.3% | -19.1% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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