+48.1%
PAAS vs ED
+85.1%
-37.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.0% |
| 7D | -8.9% | +2.1% | -11.0% | -9.4% |
| 30D | -11.4% | +10.4% | -21.8% | -13.9% |
| 3M | -20.4% | +12.5% | -33.0% | -23.2% |
| 6M | -40.7% | +14.9% | -55.6% | -43.4% |
| YTD | -26.9% | +24.8% | -51.8% | -32.8% |
| 1Y | -3.1% | +23.8% | -26.9% | -10.7% |
| 3Y | +199.3% | +51.6% | +147.6% | +141.9% |
| All | +48.1% | +85.1% | -37.0% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling