+186.4%
PAAS vs DG
+128.5%
+57.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.5% |
| 7D | +8.8% | +0.7% | +8.2% | +8.7% |
| 30D | -8.5% | +7.4% | -15.9% | -9.6% |
| 3M | -17.0% | +8.5% | -25.5% | -18.3% |
| 6M | -27.9% | +21.9% | -49.8% | -30.7% |
| YTD | -17.5% | +4.9% | -22.4% | -18.5% |
| 1Y | +22.8% | +40.4% | -17.6% | +15.7% |
| 3Y | +224.2% | +23.5% | +200.7% | +204.8% |
| 5Y | +73.6% | -32.3% | +105.9% | +78.5% |
| 10Y | +186.4% | +119.3% | +67.0% | +204.0% |
| All | +186.4% | +128.5% | +57.9% | +204.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling