+519.9%
EWT vs PAAS
+1,287.7%
-767.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.4% | +7.2% | +6.0% |
| 7D | +3.2% | -5.2% | +8.4% | +3.8% |
| 30D | -12.3% | -13.9% | +1.6% | -10.9% |
| 3M | -3.6% | -23.8% | +20.2% | -0.9% |
| 6M | +3.1% | -36.4% | +39.5% | +7.9% |
| YTD | +57.7% | -23.4% | +81.1% | +60.9% |
| 1Y | +60.3% | +5.6% | +54.6% | +57.6% |
| 3Y | +163.4% | +209.7% | -46.3% | +127.6% |
| 5Y | +127.4% | +55.6% | +71.9% | +107.0% |
| 10Y | +462.7% | +212.2% | +250.5% | +351.0% |
| All | +519.9% | +1,287.7% | -767.8% | +488.4% |
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