+197.9%
PAAS vs DG
+105.9%
+92.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.8% |
| 7D | -7.0% | -2.5% | -4.6% | -6.7% |
| 30D | -15.3% | +7.7% | -23.0% | -16.4% |
| 3M | -27.7% | +13.1% | -40.8% | -29.3% |
| 6M | -40.5% | +32.0% | -72.5% | -43.5% |
| YTD | -26.5% | +3.3% | -29.8% | -27.3% |
| 1Y | -0.8% | +31.7% | -32.4% | -5.7% |
| 3Y | +196.9% | +21.7% | +175.3% | +179.4% |
| 5Y | +49.2% | -34.7% | +83.9% | +54.5% |
| All | +197.9% | +105.9% | +92.0% | +216.3% |
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