+235.5%
EW vs PAAS
+192.1%
+43.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.2% |
| 7D | +11.0% | +8.4% | +2.6% | +10.1% |
| 30D | +19.1% | -7.2% | +26.2% | +19.8% |
| 3M | +14.4% | -14.0% | +28.4% | +15.7% |
| 6M | +22.8% | -26.8% | +49.5% | +25.8% |
| YTD | +19.8% | -19.8% | +39.6% | +20.8% |
| 1Y | +23.9% | +22.8% | +1.1% | +18.9% |
| 3Y | +52.2% | +183.6% | -131.4% | +29.7% |
| 5Y | -13.9% | +73.8% | -87.7% | -24.3% |
| All | +235.5% | +192.1% | +43.4% | +175.2% |
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 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