+186.4%
PAAS vs EFX
+63.8%
+122.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | +8.8% | -2.2% | +11.0% | +9.4% |
| 30D | -8.5% | +29.2% | -37.6% | -14.5% |
| 3M | -17.0% | +3.5% | -20.5% | -18.2% |
| 6M | -27.9% | +7.8% | -35.7% | -30.2% |
| YTD | -17.5% | -12.4% | -5.1% | -16.4% |
| 1Y | +22.8% | -8.2% | +31.1% | +22.7% |
| 3Y | +224.2% | +4.7% | +219.5% | +202.0% |
| 5Y | +73.6% | -32.0% | +105.7% | +77.5% |
| 10Y | +186.4% | +69.1% | +117.3% | +105.6% |
| All | +186.4% | +63.8% | +122.5% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling