+186.4%
PAAS vs ED
+132.0%
+54.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +8.8% | -0.1% | +8.9% | +8.9% |
| 30D | -8.5% | +11.6% | -20.0% | -11.0% |
| 3M | -17.0% | +10.5% | -27.6% | -19.1% |
| 6M | -27.9% | +13.2% | -41.1% | -30.4% |
| YTD | -17.5% | +22.1% | -39.6% | -22.3% |
| 1Y | +22.8% | +24.2% | -1.3% | +15.0% |
| 3Y | +224.2% | +46.9% | +177.3% | +185.7% |
| 5Y | +73.6% | +80.8% | -7.2% | +46.8% |
| 10Y | +186.4% | +134.3% | +52.1% | +89.4% |
| All | +186.4% | +132.0% | +54.3% | +89.4% |
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