+126.3%
PAAS vs DTE
+31.9%
+94.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.2% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +2.5% | -0.5% | +3.0% | +2.6% |
| 3M | +15.1% | -6.0% | +21.1% | +18.3% |
| 6M | -12.1% | -7.2% | -4.8% | -9.3% |
| YTD | +3.1% | +7.2% | -4.1% | -2.2% |
| 1Y | +50.8% | +4.1% | +46.8% | +45.5% |
| 3Y | +259.5% | +46.9% | +212.6% | +181.4% |
| 5Y | +126.3% | +32.9% | +93.4% | +96.4% |
| All | +126.3% | +31.9% | +94.4% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling