+196.2%
PAAS vs EAT
+320.8%
-124.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.6% |
| 7D | -8.9% | -4.0% | -4.9% | -8.3% |
| 30D | -11.4% | -2.9% | -8.5% | -11.1% |
| 3M | -20.4% | -16.9% | -3.6% | -18.4% |
| 6M | -40.7% | +57.0% | -97.7% | -45.1% |
| YTD | -26.9% | +38.2% | -65.1% | -31.5% |
| 1Y | -3.1% | +69.3% | -72.3% | -12.0% |
| 3Y | +199.3% | +483.0% | -283.7% | +118.3% |
| 5Y | +48.3% | +364.1% | -315.9% | +8.0% |
| All | +196.2% | +320.8% | -124.6% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling