+236.0%
PAAS vs EFV
+240.5%
-4.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +2.6% |
| 7D | +8.4% | -0.7% | +9.1% | +9.1% |
| 30D | -7.2% | +0.9% | -8.1% | -7.7% |
| 3M | -14.0% | -3.6% | -10.5% | -11.1% |
| 6M | -26.8% | +2.5% | -29.3% | -27.7% |
| YTD | -19.8% | +13.2% | -33.0% | -26.4% |
| 1Y | +22.8% | +20.3% | +2.5% | +7.3% |
| 3Y | +183.6% | +84.9% | +98.7% | +77.8% |
| 5Y | +73.8% | +87.7% | -13.9% | +8.0% |
| 10Y | +185.6% | +160.7% | +24.8% | +31.6% |
| All | +236.0% | +240.5% | -4.6% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling