+6,438.2%
EW vs PAAS
+1,543.8%
+4,894.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -0.3% | -2.9% | +2.6% | -0.2% |
| 30D | +1.0% | +6.8% | -5.8% | +0.6% |
| 3M | +2.8% | -2.9% | +5.7% | +2.7% |
| 6M | +5.5% | -16.4% | +21.9% | +6.2% |
| YTD | +5.5% | 0.0% | +5.4% | +4.8% |
| 1Y | +11.0% | +54.3% | -43.3% | +7.2% |
| 3Y | +17.7% | +230.7% | -213.0% | +7.6% |
| 5Y | -25.7% | +111.6% | -137.4% | -31.1% |
| 10Y | +132.8% | +211.7% | -78.9% | +108.0% |
| All | +6,438.2% | +1,543.8% | +4,894.3% | +6,382.2% |
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 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