+196.2%
PAAS vs ECL
+197.5%
-1.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -8.9% | +2.9% | -11.8% | -9.9% |
| 30D | -11.4% | +7.5% | -18.9% | -13.9% |
| 3M | -20.4% | +12.2% | -32.7% | -24.0% |
| 6M | -40.7% | +24.6% | -65.3% | -45.7% |
| YTD | -26.9% | +18.8% | -45.7% | -31.7% |
| 1Y | -3.1% | +19.3% | -22.4% | -9.6% |
| 3Y | +199.3% | +78.2% | +121.0% | +135.3% |
| 5Y | +48.3% | +38.8% | +9.5% | +25.5% |
| All | +196.2% | +197.5% | -1.3% | +125.7% |
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