+216.6%
PAAS vs DVA
+199.8%
+16.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.5% | -5.4% |
| 7D | +4.2% | -1.6% | +5.8% | +4.4% |
| 30D | -13.8% | 0.0% | -13.8% | -13.8% |
| 3M | -22.7% | -2.4% | -20.3% | -22.6% |
| 6M | -32.1% | -9.8% | -22.3% | -31.9% |
| YTD | -22.3% | +57.8% | -80.1% | -27.6% |
| 1Y | +7.7% | +49.2% | -41.5% | +1.0% |
| 3Y | +214.0% | +116.0% | +98.0% | +180.8% |
| 5Y | +63.2% | +68.5% | -5.3% | +46.9% |
| All | +216.6% | +199.8% | +16.8% | +224.6% |
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