+224.2%
PAAS vs DVA
+118.6%
+105.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.3% |
| 7D | +8.8% | -0.1% | +8.9% | +8.8% |
| 30D | -8.5% | +3.5% | -12.0% | -8.9% |
| 3M | -17.0% | +1.0% | -18.0% | -17.3% |
| 6M | -27.9% | -6.6% | -21.3% | -28.4% |
| YTD | -17.5% | +63.3% | -80.8% | -25.7% |
| 1Y | +22.8% | +50.0% | -27.2% | +12.0% |
| 3Y | +224.2% | +120.1% | +104.1% | +154.4% |
| All | +224.2% | +118.6% | +105.6% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling