-36.4%
PAAS vs DVA
-8.6%
-27.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -1.1% |
| 7D | -5.2% | -4.8% | -0.4% | -5.8% |
| 30D | -13.9% | +0.9% | -14.9% | -13.5% |
| 3M | -23.8% | +2.9% | -26.7% | -23.1% |
| 6M | -36.4% | -7.8% | -28.7% | -41.0% |
| All | -36.4% | -8.6% | -27.8% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling