+395.7%
EFA vs PAAS
+1,770.6%
-1,374.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.4% |
| 7D | +0.6% | -2.9% | +3.5% | +1.0% |
| 30D | +0.9% | +6.8% | -5.9% | -0.2% |
| 3M | +4.9% | -2.9% | +7.8% | +4.8% |
| 6M | +8.6% | -16.4% | +25.0% | +10.3% |
| YTD | +14.6% | 0.0% | +14.6% | +13.1% |
| 1Y | +22.6% | +54.3% | -31.7% | +13.7% |
| 3Y | +66.5% | +230.7% | -164.2% | +36.3% |
| 5Y | +54.5% | +111.6% | -57.1% | +31.2% |
| 10Y | +144.8% | +211.7% | -66.9% | +82.8% |
| All | +395.7% | +1,770.6% | -1,374.9% | +246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling