+982.8%
PAAS vs ECL
+7,255.3%
-6,272.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.3% |
| 7D | -0.4% | +1.7% | -2.1% | -0.8% |
| 30D | -11.6% | +8.9% | -20.5% | -13.8% |
| 3M | -15.6% | +7.4% | -23.0% | -17.4% |
| 6M | -19.1% | +19.3% | -38.5% | -23.5% |
| YTD | -20.9% | +17.4% | -38.4% | -24.7% |
| 1Y | +21.3% | +19.4% | +1.9% | +15.0% |
| 3Y | +177.4% | +80.5% | +96.9% | +130.6% |
| 5Y | +71.3% | +40.2% | +31.1% | +51.3% |
| 10Y | +181.5% | +207.8% | -26.4% | +97.5% |
| All | +982.8% | +7,255.3% | -6,272.6% | +552.1% |
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 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