+70.8%
PAAS vs ECL
+37.7%
+33.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.1% |
| 3M | -14.0% | +6.4% | -20.4% | -16.2% |
| 6M | -26.8% | +14.8% | -41.5% | -31.1% |
| YTD | -19.8% | +15.5% | -35.3% | -24.4% |
| 1Y | +22.8% | +20.1% | +2.7% | +14.0% |
| 3Y | +183.6% | +77.8% | +105.9% | +117.8% |
| All | +70.8% | +37.7% | +33.1% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling