+885.1%
EWY vs PAAS
+1,177.2%
-292.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.8% | -1.1% |
| 7D | -10.2% | +4.2% | -14.4% | -10.9% |
| 30D | -21.5% | -13.8% | -7.7% | -19.6% |
| 3M | -14.7% | -22.7% | +8.0% | -11.2% |
| 6M | -26.8% | -32.1% | +5.3% | -22.2% |
| YTD | +43.2% | -22.3% | +65.4% | +48.5% |
| 1Y | +48.7% | +7.7% | +41.1% | +46.3% |
| 3Y | +147.9% | +214.0% | -66.1% | +102.2% |
| 5Y | +98.8% | +63.2% | +35.6% | +74.6% |
| 10Y | +216.5% | +185.5% | +31.0% | +134.2% |
| All | +885.1% | +1,177.2% | -292.1% | +634.8% |
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