+197.9%
PAAS vs DRI
+330.2%
-132.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.0% |
| 7D | -7.0% | -0.3% | -6.7% | -7.0% |
| 30D | -15.3% | +10.8% | -26.1% | -17.1% |
| 3M | -27.7% | +0.9% | -28.6% | -28.0% |
| 6M | -40.5% | +16.3% | -56.8% | -42.6% |
| YTD | -26.5% | +27.8% | -54.3% | -30.8% |
| 1Y | -0.8% | +33.9% | -34.6% | -7.7% |
| 3Y | +196.9% | +67.2% | +129.7% | +158.9% |
| 5Y | +49.2% | +79.0% | -29.8% | +26.6% |
| All | +197.9% | +330.2% | -132.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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