+197.9%
PAAS vs DTE
+151.2%
+46.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.0% |
| 7D | -7.0% | +3.2% | -10.3% | -8.4% |
| 30D | -15.3% | +8.5% | -23.8% | -18.4% |
| 3M | -27.7% | +1.3% | -29.0% | -28.3% |
| 6M | -40.5% | -0.7% | -39.8% | -40.7% |
| YTD | -26.5% | +10.6% | -37.2% | -30.6% |
| 1Y | -0.8% | +2.6% | -3.4% | -2.9% |
| 3Y | +196.9% | +56.5% | +140.4% | +138.0% |
| 5Y | +49.2% | +46.7% | +2.4% | +22.9% |
| All | +197.9% | +151.2% | +46.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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