+7.1%
PAAS vs DVA
+48.6%
-41.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.4% | -2.5% | -5.5% |
| 7D | +4.2% | -1.6% | +5.8% | +4.4% |
| 30D | -13.8% | 0.0% | -13.8% | -13.7% |
| 3M | -22.7% | -2.4% | -20.3% | -22.6% |
| 6M | -32.1% | -9.8% | -22.3% | -32.9% |
| YTD | -22.3% | +57.8% | -80.1% | -28.4% |
| All | +7.1% | +48.6% | -41.5% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling