+246.6%
PAAS vs DTE
+48.7%
+197.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | +2.0% | +0.9% | +1.1% | +1.6% |
| 30D | -0.1% | -1.9% | +1.8% | +0.7% |
| 3M | +8.2% | -3.3% | +11.6% | +9.6% |
| 6M | -13.8% | -7.1% | -6.7% | -10.8% |
| YTD | -0.6% | +8.1% | -8.7% | -7.1% |
| 1Y | +44.0% | +5.3% | +38.7% | +36.9% |
| 3Y | +246.6% | +48.2% | +198.4% | +135.3% |
| All | +246.6% | +48.7% | +197.9% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling