+26.1%
PAAS vs EFV
+25.8%
+0.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.1% | +5.2% | +2.2% |
| 7D | -1.1% | +2.9% | -4.0% | -6.2% |
| 30D | -8.5% | +3.6% | -12.0% | -14.2% |
| 3M | -7.3% | -0.1% | -7.2% | -6.9% |
| 6M | -18.3% | +9.6% | -27.9% | -30.5% |
| YTD | -19.2% | +17.0% | -36.1% | -35.0% |
| 1Y | +26.1% | +25.7% | +0.5% | -9.8% |
| All | +26.1% | +25.8% | +0.3% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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