+188.9%
PAAS vs ECL
+199.1%
-10.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.1% | +2.1% |
| 7D | +8.4% | -0.8% | +9.2% | +8.8% |
| 30D | -7.2% | +8.1% | -15.3% | -10.0% |
| 3M | -14.0% | +6.4% | -20.4% | -16.1% |
| 6M | -26.8% | +14.8% | -41.5% | -30.9% |
| YTD | -19.8% | +15.5% | -35.3% | -24.2% |
| 1Y | +22.8% | +20.1% | +2.7% | +14.4% |
| 3Y | +183.6% | +77.8% | +105.9% | +123.0% |
| 5Y | +73.8% | +37.9% | +36.0% | +47.6% |
| All | +188.9% | +199.1% | -10.2% | +115.6% |
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