-0.8%
PAAS vs DTE
+3.0%
-3.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -4.1% |
| 7D | -7.0% | +3.2% | -10.3% | -7.3% |
| 30D | -15.3% | +8.5% | -23.8% | -15.5% |
| 3M | -27.7% | +1.3% | -29.0% | -28.2% |
| 6M | -40.5% | -0.7% | -39.8% | -40.6% |
| YTD | -26.5% | +10.6% | -37.2% | -27.3% |
| 1Y | -0.8% | +2.6% | -3.4% | +2.8% |
| All | -0.8% | +3.0% | -3.7% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling