+1,236.8%
EWY vs PAAS
+1,543.8%
-307.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.4% | +7.0% | +5.0% |
| 7D | +4.8% | -2.9% | +7.7% | +5.3% |
| 30D | +11.7% | +6.8% | +4.9% | +10.3% |
| 3M | -7.4% | -2.9% | -4.5% | -6.9% |
| 6M | +40.6% | -16.4% | +57.0% | +44.4% |
| YTD | +94.3% | 0.0% | +94.2% | +93.4% |
| 1Y | +164.3% | +54.3% | +110.0% | +144.9% |
| 3Y | +221.0% | +230.7% | -9.7% | +158.4% |
| 5Y | +139.1% | +111.6% | +27.5% | +101.2% |
| 10Y | +298.8% | +211.7% | +87.1% | +189.9% |
| All | +1,236.8% | +1,543.8% | -307.0% | +857.4% |
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