+65.9%
EW vs PAAS
+195.7%
-129.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | +4.9% | -8.9% | +13.8% | +5.8% |
| 30D | +23.9% | -11.4% | +35.4% | +25.2% |
| 3M | +15.8% | -20.4% | +36.2% | +17.8% |
| 6M | +31.7% | -40.7% | +72.3% | +37.4% |
| YTD | +25.7% | -26.9% | +52.6% | +27.7% |
| 1Y | +24.4% | -3.1% | +27.5% | +22.3% |
| 3Y | +65.9% | +199.3% | -133.4% | +39.1% |
| All | +65.9% | +195.7% | -129.8% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling