+176.5%
PAAS vs DG
+606.1%
-429.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.6% |
| 7D | -2.9% | +8.4% | -11.3% | -4.0% |
| 30D | +6.8% | +4.9% | +1.9% | +6.0% |
| 3M | -2.9% | +29.3% | -32.2% | -6.6% |
| 6M | -16.4% | -11.3% | -5.2% | -15.4% |
| YTD | 0.0% | +1.8% | -1.7% | -0.6% |
| 1Y | +54.3% | +25.3% | +29.0% | +48.9% |
| 3Y | +230.7% | +9.1% | +221.6% | +219.0% |
| 5Y | +111.6% | -34.9% | +146.5% | +116.2% |
| 10Y | +211.7% | +108.2% | +103.6% | +192.2% |
| All | +176.5% | +606.1% | -429.6% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling