+196.2%
PAAS vs DVA
+193.2%
+3.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -8.9% | -8.8% | -0.1% | -7.9% |
| 30D | -11.4% | -3.4% | -8.0% | -11.1% |
| 3M | -20.4% | -2.6% | -17.9% | -20.3% |
| 6M | -40.7% | -11.9% | -28.8% | -40.3% |
| YTD | -26.9% | +53.6% | -80.6% | -31.7% |
| 1Y | -3.1% | +41.9% | -44.9% | -8.5% |
| 3Y | +199.3% | +97.5% | +101.7% | +170.3% |
| 5Y | +48.3% | +65.0% | -16.7% | +33.8% |
| All | +196.2% | +193.2% | +3.0% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling