+50.8%
PAAS vs EFV
+27.3%
+23.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +5.5% |
| 7D | +2.6% | -0.5% | +3.2% | +3.6% |
| 30D | +2.5% | 0.0% | +2.5% | +2.4% |
| 3M | +15.1% | +8.4% | +6.7% | -1.5% |
| 6M | -12.1% | +12.3% | -24.4% | -28.5% |
| YTD | +3.1% | +17.4% | -14.3% | -20.8% |
| 1Y | +50.8% | +27.1% | +23.7% | -0.8% |
| All | +50.8% | +27.3% | +23.6% | -0.8% |
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