+248.8%
EW vs PAAS
+183.5%
+65.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.9% |
| 7D | +6.5% | -5.2% | +11.7% | +7.0% |
| 30D | +22.5% | -13.9% | +36.4% | +24.2% |
| 3M | +13.0% | -23.8% | +36.7% | +15.7% |
| 6M | +37.1% | -36.4% | +73.5% | +42.7% |
| YTD | +24.1% | -23.4% | +47.5% | +25.7% |
| 1Y | +24.2% | +5.6% | +18.6% | +21.2% |
| 3Y | +64.8% | +209.7% | -144.9% | +39.1% |
| 5Y | -7.4% | +55.6% | -63.0% | -17.7% |
| 10Y | +248.8% | +212.2% | +36.6% | +191.0% |
| All | +248.8% | +183.5% | +65.3% | +191.0% |
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