+7,232.4%
EW vs PAAS
+1,199.3%
+6,033.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | +6.8% | -0.4% | +7.2% | +6.8% |
| 30D | +16.6% | -11.6% | +28.2% | +17.4% |
| 3M | +13.3% | -15.6% | +28.9% | +14.2% |
| 6M | +21.6% | -19.1% | +40.7% | +22.5% |
| YTD | +18.3% | -20.9% | +39.2% | +19.0% |
| 1Y | +21.7% | +21.3% | +0.4% | +19.3% |
| 3Y | +50.3% | +177.4% | -127.1% | +38.9% |
| 5Y | -15.0% | +71.3% | -86.4% | -20.2% |
| 10Y | +237.5% | +181.5% | +56.0% | +204.0% |
| All | +7,232.4% | +1,199.3% | +6,033.0% | +7,262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling