+125.7%
EEM vs PAAS
+232.4%
-106.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.6% |
| 7D | -0.7% | -3.7% | +3.0% | -0.2% |
| 30D | +2.4% | -1.9% | +4.3% | +2.5% |
| 3M | +4.2% | +15.1% | -10.9% | +1.7% |
| 6M | +14.8% | -17.1% | +31.9% | +16.9% |
| YTD | +23.1% | -1.3% | +24.4% | +21.9% |
| 1Y | +32.5% | +41.1% | -8.5% | +24.5% |
| 3Y | +85.9% | +244.2% | -158.3% | +51.3% |
| 5Y | +43.6% | +120.8% | -77.3% | +21.0% |
| All | +125.7% | +232.4% | -106.7% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling