+199.5%
PAAS vs ECL
+150.0%
+49.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -2.9% | -2.6% | -0.3% | -1.9% |
| 30D | +6.8% | -2.2% | +9.0% | +7.7% |
| 3M | -2.9% | +10.1% | -13.0% | -6.7% |
| 6M | -16.4% | -5.7% | -10.7% | -14.6% |
| YTD | 0.0% | +7.0% | -6.9% | -2.6% |
| 1Y | +54.3% | +2.7% | +51.7% | +52.2% |
| 3Y | +230.7% | +57.7% | +173.0% | +171.5% |
| 5Y | +111.6% | +31.1% | +80.5% | +82.7% |
| All | +199.5% | +150.0% | +49.5% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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