+213.9%
PAAS vs ECL
+79.0%
+134.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -5.2% | -2.3% | -2.9% | -4.4% |
| 30D | -13.9% | +8.3% | -22.2% | -16.3% |
| 3M | -23.8% | +8.4% | -32.2% | -25.9% |
| 6M | -36.4% | +23.3% | -59.7% | -41.1% |
| YTD | -23.4% | +18.2% | -41.6% | -27.3% |
| 1Y | +5.6% | +18.8% | -13.1% | +0.1% |
| All | +213.9% | +79.0% | +134.9% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling