+23.6%
EW vs PAAS
+0.9%
+22.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | +4.9% | -7.0% | +12.0% | +5.5% |
| 30D | +24.1% | -15.3% | +39.4% | +25.2% |
| 3M | +13.7% | -27.7% | +41.4% | +15.6% |
| 6M | +32.7% | -40.5% | +73.2% | +37.0% |
| YTD | +24.1% | -26.5% | +50.6% | +26.7% |
| 1Y | +23.6% | -0.8% | +24.4% | +23.8% |
| All | +23.6% | +0.9% | +22.7% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling