+640.6%
PAAS vs DVA
+4,909.2%
-4,268.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +1.0% | -3.7% |
| 7D | -7.0% | -10.7% | +3.6% | -6.2% |
| 30D | -15.3% | -4.4% | -10.9% | -15.0% |
| 3M | -27.7% | -4.1% | -23.6% | -27.6% |
| 6M | -40.5% | -13.2% | -27.3% | -40.1% |
| YTD | -26.5% | +53.2% | -79.7% | -29.6% |
| 1Y | -0.8% | +40.8% | -41.6% | -4.3% |
| 3Y | +196.9% | +109.7% | +87.2% | +176.4% |
| 5Y | +49.2% | +64.5% | -15.4% | +39.8% |
| 10Y | +199.4% | +192.4% | +7.0% | +166.3% |
| All | +640.6% | +4,909.2% | -4,268.6% | +546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling