+248.2%
PAAS vs DRI
+53.9%
+194.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | +6.8% | +3.8% | +3.0% | +6.3% |
| 3M | -2.9% | +13.0% | -15.9% | -4.6% |
| 6M | -16.4% | +8.3% | -24.7% | -17.5% |
| YTD | 0.0% | +20.6% | -20.6% | -3.4% |
| 1Y | +54.3% | +6.5% | +47.9% | +52.7% |
| All | +248.2% | +53.9% | +194.4% | +195.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling