+982.8%
PAAS vs ED
+1,698.6%
-715.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -0.4% | +5.2% | -5.6% | -1.6% |
| 30D | -11.6% | +15.5% | -27.2% | -14.9% |
| 3M | -15.6% | +13.0% | -28.6% | -18.3% |
| 6M | -19.1% | +13.1% | -32.2% | -22.0% |
| YTD | -20.9% | +25.3% | -46.2% | -26.0% |
| 1Y | +21.3% | +30.5% | -9.2% | +12.2% |
| 3Y | +177.4% | +49.3% | +128.1% | +145.5% |
| 5Y | +71.3% | +84.6% | -13.2% | +43.7% |
| 10Y | +181.5% | +135.4% | +46.0% | +115.1% |
| All | +982.8% | +1,698.6% | -715.9% | +559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling