+116.1%
PAAS vs DVA
+38.1%
+78.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.4% |
| 7D | +2.0% | +2.2% | -0.2% | +1.7% |
| 30D | -0.1% | -2.0% | +1.9% | +0.2% |
| 3M | +8.2% | -6.3% | +14.5% | +8.1% |
| 6M | -13.8% | +19.4% | -33.2% | -17.4% |
| YTD | -0.6% | +58.5% | -59.1% | -9.3% |
| 1Y | +44.0% | +33.9% | +10.1% | +34.7% |
| 3Y | +246.6% | +88.4% | +158.1% | +203.7% |
| 5Y | +116.1% | +39.5% | +76.6% | +91.0% |
| All | +116.1% | +38.1% | +78.0% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling