+1,269.9%
PAAS vs DRI
+6,197.4%
-4,927.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 3M | -2.9% | +13.0% | -15.9% | -4.7% |
| 6M | -16.4% | +8.3% | -24.7% | -17.6% |
| YTD | 0.0% | +20.6% | -20.6% | -2.9% |
| 1Y | +54.3% | +6.5% | +47.9% | +52.1% |
| 3Y | +230.7% | +53.7% | +177.0% | +207.5% |
| 5Y | +111.6% | +72.7% | +39.0% | +92.1% |
| 10Y | +211.7% | +363.2% | -151.4% | +136.8% |
| All | +1,269.9% | +6,197.4% | -4,927.5% | +738.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling