+188.9%
PAAS vs DRI
+367.2%
-178.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +8.4% | +2.8% | +5.6% | +7.8% |
| 30D | -7.2% | +13.3% | -20.4% | -9.6% |
| 3M | -14.0% | +8.2% | -22.2% | -15.6% |
| 6M | -26.8% | +17.5% | -44.3% | -29.5% |
| YTD | -19.8% | +26.9% | -46.7% | -24.4% |
| 1Y | +22.8% | +31.6% | -8.7% | +14.7% |
| 3Y | +183.6% | +67.0% | +116.7% | +147.5% |
| 5Y | +73.8% | +72.9% | +0.9% | +48.7% |
| All | +188.9% | +367.2% | -178.3% | +99.4% |
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