+183.6%
PAAS vs DG
+19.3%
+164.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.5% | +1.9% |
| 7D | +8.4% | +1.1% | +7.3% | +8.3% |
| 30D | -7.2% | +9.5% | -16.7% | -8.4% |
| 3M | -14.0% | +5.5% | -19.5% | -14.8% |
| 6M | -26.8% | +16.1% | -42.9% | -28.8% |
| YTD | -19.8% | +2.7% | -22.5% | -20.2% |
| 1Y | +22.8% | +42.1% | -19.2% | +17.2% |
| 3Y | +183.6% | +19.3% | +164.4% | +141.6% |
| All | +183.6% | +19.3% | +164.3% | +141.6% |
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