+1,269.9%
PAAS vs ED
+1,489.1%
-219.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.1% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +6.8% | -0.1% | +6.9% | +6.7% |
| 3M | -2.9% | +3.9% | -6.8% | -4.2% |
| 6M | -16.4% | -3.0% | -13.4% | -16.2% |
| YTD | 0.0% | +10.7% | -10.7% | -3.3% |
| 1Y | +54.3% | +13.3% | +41.0% | +47.9% |
| 3Y | +230.7% | +34.5% | +196.2% | +200.8% |
| 5Y | +111.6% | +67.1% | +44.5% | +82.3% |
| 10Y | +211.7% | +103.0% | +108.7% | +148.0% |
| All | +1,269.9% | +1,489.1% | -219.2% | +762.3% |
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