+7.7%
PAAS vs ECL
+20.7%
-13.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | +4.2% | +0.4% | +3.7% | +4.0% |
| 30D | -13.8% | +8.6% | -22.4% | -17.6% |
| 3M | -22.7% | +7.9% | -30.6% | -26.0% |
| 6M | -32.1% | +21.0% | -53.1% | -40.1% |
| YTD | -22.3% | +17.5% | -39.8% | -27.4% |
| 1Y | +7.7% | +19.7% | -12.0% | +0.1% |
| All | +7.7% | +20.7% | -13.0% | +0.1% |
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