+54.8%
EFA vs PAAS
+117.9%
-63.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | +1.2% | +2.0% | -0.8% | +0.9% |
| 30D | -0.7% | -0.1% | -0.6% | -0.9% |
| 3M | +6.4% | +8.2% | -1.8% | +4.7% |
| 6M | +11.4% | -13.8% | +25.2% | +12.7% |
| YTD | +14.0% | -0.6% | +14.6% | +12.3% |
| 1Y | +20.2% | +44.0% | -23.8% | +11.3% |
| 3Y | +68.2% | +246.6% | -178.4% | +31.4% |
| 5Y | +54.8% | +116.1% | -61.3% | +25.4% |
| All | +54.8% | +117.9% | -63.1% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling