+250.9%
PAAS vs EFV
+93.8%
+157.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.2% |
| 7D | -2.9% | +1.5% | -4.4% | -5.1% |
| 30D | +6.8% | +1.7% | +5.1% | +4.0% |
| 3M | -2.9% | +8.6% | -11.5% | -14.3% |
| 6M | -16.4% | +11.7% | -28.1% | -28.8% |
| YTD | 0.0% | +19.3% | -19.3% | -22.2% |
| 1Y | +54.3% | +30.2% | +24.1% | +6.0% |
| All | +250.9% | +93.8% | +157.2% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling