+144.4%
EFA vs PAAS
+218.1%
-73.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.6% |
| 7D | -0.5% | +2.6% | -3.1% | -0.8% |
| 30D | -1.3% | +2.5% | -3.8% | -1.8% |
| 3M | +5.2% | +15.1% | -9.9% | +3.1% |
| 6M | +9.4% | -12.1% | +21.4% | +10.2% |
| YTD | +12.7% | +3.1% | +9.7% | +11.0% |
| 1Y | +19.3% | +50.8% | -31.6% | +11.9% |
| 3Y | +66.3% | +259.5% | -193.2% | +38.4% |
| 5Y | +53.4% | +126.3% | -73.0% | +31.4% |
| 10Y | +144.4% | +239.7% | -95.3% | +96.6% |
| All | +144.4% | +218.1% | -73.7% | +96.6% |
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