+14.3%
PAAS vs ED
+24.7%
-10.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.8% |
| 7D | +8.8% | -0.1% | +8.9% | +8.6% |
| 30D | -8.5% | +11.6% | -20.0% | -3.5% |
| 3M | -17.0% | +10.5% | -27.6% | -13.2% |
| 6M | -27.9% | +13.2% | -41.1% | -23.0% |
| YTD | -17.5% | +22.1% | -39.6% | -7.8% |
| All | +14.3% | +24.7% | -10.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling