+964.4%
PAAS vs DTE
+2,164.7%
-1,200.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -6.0% |
| 7D | +4.2% | +3.5% | +0.7% | +3.0% |
| 30D | -13.8% | +9.5% | -23.3% | -16.6% |
| 3M | -22.7% | +2.5% | -25.3% | -23.5% |
| 6M | -32.1% | +0.6% | -32.6% | -32.6% |
| YTD | -22.3% | +10.5% | -32.8% | -25.5% |
| 1Y | +7.7% | +3.3% | +4.3% | +5.7% |
| 3Y | +214.0% | +56.3% | +157.7% | +166.2% |
| 5Y | +63.2% | +44.9% | +18.3% | +41.7% |
| 10Y | +185.5% | +149.2% | +36.3% | +102.3% |
| All | +964.4% | +2,164.7% | -1,200.3% | +485.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling