+5.6%
PAAS vs ECL
+19.8%
-14.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -5.2% | -2.3% | -2.9% | -3.9% |
| 30D | -13.9% | +8.3% | -22.2% | -17.6% |
| 3M | -23.8% | +8.4% | -32.2% | -27.2% |
| 6M | -36.4% | +23.3% | -59.7% | -44.7% |
| YTD | -23.4% | +18.2% | -41.6% | -28.7% |
| 1Y | +5.6% | +18.8% | -13.1% | -2.0% |
| All | +5.6% | +19.8% | -14.1% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling