+432.5%
EWZ vs PAAS
+1,774.6%
-1,342.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.2% |
| 7D | +6.5% | -2.9% | +9.4% | +7.2% |
| 30D | +4.8% | +6.8% | -2.0% | +3.0% |
| 3M | +9.9% | -2.9% | +12.8% | +9.7% |
| 6M | +1.9% | -16.4% | +18.4% | +4.5% |
| YTD | +20.3% | 0.0% | +20.3% | +17.6% |
| 1Y | +35.6% | +54.3% | -18.7% | +19.1% |
| 3Y | +43.4% | +230.7% | -187.2% | +1.7% |
| 5Y | +55.9% | +111.6% | -55.7% | +18.3% |
| 10Y | +84.2% | +211.7% | -127.6% | +12.6% |
| All | +432.5% | +1,774.6% | -1,342.0% | +188.4% |
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