+378.9%
EFA vs PAAS
+1,333.4%
-954.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.5% |
| 7D | -1.0% | -5.2% | +4.2% | -0.3% |
| 30D | +1.6% | -13.9% | +15.5% | +3.4% |
| 3M | -3.2% | -23.8% | +20.6% | -0.1% |
| 6M | +2.5% | -36.4% | +38.9% | +7.9% |
| YTD | +10.7% | -23.4% | +34.1% | +12.9% |
| 1Y | +12.8% | +5.6% | +7.1% | +9.9% |
| 3Y | +66.4% | +209.7% | -143.3% | +37.4% |
| 5Y | +51.4% | +55.6% | -4.2% | +33.6% |
| 10Y | +146.3% | +212.2% | -65.9% | +83.8% |
| All | +378.9% | +1,333.4% | -954.5% | +246.2% |
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