+1,269.9%
PAAS vs ECL
+6,599.0%
-5,329.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -2.9% | -2.6% | -0.3% | -2.1% |
| 30D | +6.8% | -2.2% | +9.0% | +7.5% |
| 3M | -2.9% | +10.1% | -13.0% | -5.8% |
| 6M | -16.4% | -5.7% | -10.7% | -15.0% |
| YTD | 0.0% | +7.0% | -6.9% | -2.0% |
| 1Y | +54.3% | +2.7% | +51.7% | +52.8% |
| 3Y | +230.7% | +57.7% | +173.0% | +186.1% |
| 5Y | +111.6% | +31.1% | +80.5% | +90.5% |
| 10Y | +211.7% | +150.9% | +60.8% | +131.6% |
| All | +1,269.9% | +6,599.0% | -5,329.1% | +748.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling