+239.7%
PAAS vs DVA
+186.3%
+53.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.5% |
| 7D | +2.6% | +2.0% | +0.6% | +2.4% |
| 30D | +2.5% | -0.4% | +2.8% | +2.5% |
| 3M | +15.1% | -7.7% | +22.7% | +15.4% |
| 6M | -12.1% | +20.0% | -32.0% | -15.0% |
| YTD | +3.1% | +61.1% | -58.0% | -4.4% |
| 1Y | +50.8% | +33.9% | +17.0% | +43.0% |
| 3Y | +259.5% | +91.5% | +168.0% | +223.2% |
| 5Y | +126.3% | +41.8% | +84.5% | +106.0% |
| 10Y | +239.7% | +187.5% | +52.2% | +192.2% |
| All | +239.7% | +186.3% | +53.4% | +192.2% |
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