+185.5%
PAAS vs ECL
+196.4%
-10.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | +4.2% | +0.4% | +3.7% | +4.1% |
| 30D | -13.8% | +8.6% | -22.4% | -16.5% |
| 3M | -22.7% | +7.9% | -30.6% | -25.0% |
| 6M | -32.1% | +21.0% | -53.1% | -37.2% |
| YTD | -22.3% | +17.5% | -39.8% | -27.1% |
| 1Y | +7.7% | +19.7% | -12.0% | +0.3% |
| 3Y | +214.0% | +77.4% | +136.6% | +147.3% |
| 5Y | +63.2% | +38.7% | +24.5% | +38.2% |
| 10Y | +185.5% | +193.5% | -8.0% | +106.6% |
| All | +185.5% | +196.4% | -10.9% | +106.6% |
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