+239.8%
EW vs PAAS
+178.0%
+61.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.2% |
| 7D | +12.3% | +8.8% | +3.4% | +11.3% |
| 30D | +22.9% | -8.5% | +31.3% | +23.9% |
| 3M | +16.7% | -17.0% | +33.7% | +18.5% |
| 6M | +31.0% | -27.9% | +58.8% | +34.5% |
| YTD | +22.8% | -17.5% | +40.3% | +23.5% |
| 1Y | +25.6% | +22.8% | +2.7% | +20.5% |
| 3Y | +62.0% | +224.2% | -162.3% | +36.1% |
| 5Y | -12.8% | +73.6% | -86.4% | -23.3% |
| 10Y | +239.8% | +186.4% | +53.4% | +179.4% |
| All | +239.8% | +178.0% | +61.8% | +179.4% |
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 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