+205.2%
IEFA vs PAAS
+138.4%
+66.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +0.1% |
| 7D | +1.1% | +4.2% | -3.1% | +0.7% |
| 30D | +0.7% | -13.8% | +14.5% | +2.1% |
| 3M | -3.4% | -22.7% | +19.4% | -1.0% |
| 6M | +1.5% | -32.1% | +33.6% | +5.0% |
| YTD | +10.4% | -22.3% | +32.7% | +12.0% |
| 1Y | +13.4% | +7.7% | +5.7% | +11.1% |
| 3Y | +66.7% | +214.0% | -147.4% | +44.4% |
| 5Y | +49.5% | +63.2% | -13.7% | +35.1% |
| 10Y | +145.8% | +185.5% | -39.8% | +105.7% |
| All | +205.2% | +138.4% | +66.8% | +156.7% |
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