+1,269.9%
PAAS vs DTE
+2,097.2%
-827.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +6.8% | -2.6% | +9.4% | +7.7% |
| 3M | -2.9% | -3.9% | +1.0% | -1.9% |
| 6M | -16.4% | -7.9% | -8.5% | -14.4% |
| YTD | 0.0% | +7.2% | -7.2% | -3.0% |
| 1Y | +54.3% | +3.1% | +51.2% | +51.7% |
| 3Y | +230.7% | +47.6% | +183.1% | +186.4% |
| 5Y | +111.6% | +32.7% | +78.9% | +89.3% |
| 10Y | +211.7% | +138.8% | +73.0% | +124.4% |
| All | +1,269.9% | +2,097.2% | -827.3% | +662.2% |
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