+196.2%
PAAS vs EFV
+163.3%
+32.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -8.9% | +2.5% | -11.5% | -11.0% |
| 30D | -11.4% | +2.9% | -14.3% | -13.6% |
| 3M | -20.4% | -1.4% | -19.0% | -19.2% |
| 6M | -40.7% | +5.5% | -46.2% | -43.0% |
| YTD | -26.9% | +16.1% | -43.0% | -34.9% |
| 1Y | -3.1% | +20.3% | -23.3% | -16.2% |
| 3Y | +199.3% | +90.4% | +108.8% | +80.7% |
| 5Y | +48.3% | +93.5% | -45.2% | -11.7% |
| All | +196.2% | +163.3% | +32.9% | +17.1% |
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