+248.2%
PAAS vs ED
+34.8%
+213.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.2% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +6.8% | -0.1% | +6.9% | +6.8% |
| 3M | -2.9% | +3.9% | -6.8% | -3.7% |
| 6M | -16.4% | -3.0% | -13.4% | -16.0% |
| YTD | 0.0% | +10.7% | -10.7% | -3.2% |
| 1Y | +54.3% | +13.3% | +41.0% | +47.4% |
| All | +248.2% | +34.8% | +213.4% | +175.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling