+594.1%
EWT vs PAAS
+1,711.0%
-1,116.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.1% |
| 7D | +4.0% | -2.9% | +6.9% | +4.3% |
| 30D | +10.3% | +6.8% | +3.5% | +9.3% |
| 3M | +6.1% | -2.9% | +9.0% | +6.1% |
| 6M | +56.6% | -16.4% | +73.1% | +58.9% |
| YTD | +76.6% | 0.0% | +76.6% | +75.0% |
| 1Y | +97.9% | +54.3% | +43.5% | +86.6% |
| 3Y | +198.0% | +230.7% | -32.7% | +154.9% |
| 5Y | +151.8% | +111.6% | +40.1% | +121.6% |
| 10Y | +514.1% | +211.7% | +302.4% | +390.6% |
| All | +594.1% | +1,711.0% | -1,116.9% | +540.3% |
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