+186.4%
PAAS vs ECL
+205.6%
-19.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.1% |
| 7D | +8.8% | -0.5% | +9.4% | +9.1% |
| 30D | -8.5% | +8.8% | -17.3% | -11.4% |
| 3M | -17.0% | +7.8% | -24.9% | -19.5% |
| 6M | -27.9% | +21.3% | -49.2% | -33.4% |
| YTD | -17.5% | +17.8% | -35.3% | -22.6% |
| 1Y | +22.8% | +21.1% | +1.8% | +14.0% |
| 3Y | +224.2% | +80.1% | +144.1% | +154.0% |
| 5Y | +73.6% | +40.5% | +33.2% | +46.4% |
| 10Y | +186.4% | +197.7% | -11.4% | +113.9% |
| All | +186.4% | +205.6% | -19.2% | +113.9% |
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