+908.0%
PAAS vs DVA
+5,194.7%
-4,286.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.5% |
| 7D | -2.9% | +1.8% | -4.7% | -3.0% |
| 30D | +6.8% | -2.5% | +9.3% | +7.0% |
| 3M | -2.9% | -4.3% | +1.4% | -2.9% |
| 6M | -16.4% | +18.9% | -35.3% | -18.0% |
| YTD | 0.0% | +61.9% | -61.9% | -4.5% |
| 1Y | +54.3% | +35.7% | +18.6% | +49.3% |
| 3Y | +230.7% | +78.6% | +152.0% | +211.1% |
| 5Y | +111.6% | +39.2% | +72.4% | +100.8% |
| 10Y | +211.7% | +184.0% | +27.7% | +177.9% |
| All | +908.0% | +5,194.7% | -4,286.7% | +776.1% |
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