+116.1%
PAAS vs EFV
+96.3%
+19.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.2% |
| 7D | +2.0% | +1.0% | +1.0% | +0.8% |
| 30D | -0.1% | +0.2% | -0.3% | -0.3% |
| 3M | +8.2% | +9.6% | -1.4% | -3.3% |
| 6M | -13.8% | +14.0% | -27.8% | -25.9% |
| YTD | -0.6% | +18.5% | -19.1% | -18.0% |
| 1Y | +44.0% | +27.9% | +16.1% | +9.0% |
| 3Y | +246.6% | +92.4% | +154.1% | +69.0% |
| 5Y | +116.1% | +97.2% | +18.9% | -1.8% |
| All | +116.1% | +96.3% | +19.8% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling