+212.2%
PAAS vs ED
+141.1%
+71.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -5.2% | -0.9% | -4.3% | -5.0% |
| 30D | -13.9% | +11.2% | -25.1% | -16.2% |
| 3M | -23.8% | +11.8% | -35.6% | -25.9% |
| 6M | -36.4% | +14.1% | -50.5% | -38.7% |
| YTD | -23.4% | +23.0% | -46.3% | -27.9% |
| 1Y | +5.6% | +23.7% | -18.0% | -0.9% |
| 3Y | +209.7% | +47.7% | +162.0% | +173.0% |
| 5Y | +55.6% | +82.6% | -27.1% | +31.6% |
| 10Y | +212.2% | +141.8% | +70.5% | +106.7% |
| All | +212.2% | +141.1% | +71.2% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling