+225.5%
PAAS vs EFV
+248.5%
-23.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.5% | -5.5% |
| 7D | +4.2% | +2.1% | +2.0% | +2.5% |
| 30D | -13.8% | +3.1% | -16.8% | -15.8% |
| 3M | -22.7% | -1.3% | -21.4% | -21.7% |
| 6M | -32.1% | +6.0% | -38.1% | -34.8% |
| YTD | -22.3% | +15.8% | -38.1% | -30.1% |
| 1Y | +7.7% | +21.1% | -13.4% | -6.6% |
| 3Y | +214.0% | +91.0% | +123.0% | +91.6% |
| 5Y | +63.2% | +94.3% | -31.1% | -1.4% |
| 10Y | +185.5% | +160.4% | +25.1% | +31.7% |
| All | +225.5% | +248.5% | -23.0% | -1.5% |
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 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