+239.7%
PAAS vs EFV
+162.1%
+77.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.6% |
| 7D | +2.6% | -0.5% | +3.2% | +3.1% |
| 30D | +2.5% | 0.0% | +2.5% | +2.5% |
| 3M | +15.1% | +8.4% | +6.7% | +7.1% |
| 6M | -12.1% | +12.3% | -24.4% | -20.1% |
| YTD | +3.1% | +17.4% | -14.3% | -9.5% |
| 1Y | +50.8% | +27.1% | +23.7% | +23.9% |
| 3Y | +259.5% | +90.7% | +168.8% | +114.6% |
| 5Y | +126.3% | +95.6% | +30.7% | +32.2% |
| 10Y | +239.7% | +165.3% | +74.5% | +26.5% |
| All | +239.7% | +162.1% | +77.6% | +26.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling