+855.0%
EXPE vs PAAS
+335.6%
+519.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.3% |
| 7D | -9.5% | -2.9% | -6.6% | -9.2% |
| 30D | -6.6% | +6.8% | -13.4% | -7.7% |
| 3M | +31.4% | -2.9% | +34.3% | +31.2% |
| 6M | +35.2% | -16.4% | +51.6% | +37.0% |
| YTD | +5.8% | 0.0% | +5.8% | +3.6% |
| 1Y | +38.7% | +54.3% | -15.7% | +26.7% |
| 3Y | +175.8% | +230.7% | -54.9% | +119.5% |
| 5Y | +111.8% | +111.6% | +0.2% | +76.0% |
| 10Y | +179.7% | +211.7% | -32.0% | +103.0% |
| All | +855.0% | +335.6% | +519.4% | +462.6% |
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