+116.4%
EWT vs PAAS
+76.1%
+40.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +6.6% |
| 7D | -5.0% | +8.8% | -13.8% | -6.4% |
| 30D | -16.3% | -8.5% | -7.9% | -15.0% |
| 3M | -7.2% | -17.0% | +9.8% | -4.5% |
| 6M | -0.5% | -27.9% | +27.4% | +4.5% |
| YTD | +50.6% | -17.5% | +68.0% | +53.2% |
| 1Y | +54.8% | +22.8% | +32.0% | +46.8% |
| 3Y | +155.5% | +224.2% | -68.7% | +99.5% |
| 5Y | +116.4% | +73.6% | +42.8% | +80.7% |
| All | +116.4% | +76.1% | +40.3% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling