+199.3%
PAAS vs DG
+21.7%
+177.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -8.9% | +0.3% | -9.2% | -8.9% |
| 30D | -11.4% | +3.2% | -14.6% | -11.8% |
| 3M | -20.4% | +10.4% | -30.9% | -21.6% |
| 6M | -40.7% | +33.2% | -73.9% | -43.4% |
| YTD | -26.9% | +3.0% | -29.9% | -27.3% |
| 1Y | -3.1% | +31.2% | -34.3% | -6.5% |
| 3Y | +199.3% | +21.8% | +177.4% | +157.5% |
| All | +199.3% | +21.7% | +177.5% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling