+239.7%
PAAS vs EFX
+38.5%
+201.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.2% |
| 7D | +2.6% | -9.4% | +12.0% | +5.2% |
| 30D | +2.5% | -6.9% | +9.4% | +4.2% |
| 3M | +15.1% | +0.1% | +15.0% | +14.1% |
| 6M | -12.1% | -17.3% | +5.3% | -8.6% |
| YTD | +3.1% | -21.8% | +24.9% | +8.0% |
| 1Y | +50.8% | -32.5% | +83.4% | +64.1% |
| 3Y | +259.5% | -12.3% | +271.8% | +251.9% |
| 5Y | +126.3% | -36.6% | +162.9% | +136.2% |
| 10Y | +239.7% | +41.0% | +198.7% | +160.2% |
| All | +239.7% | +38.5% | +201.2% | +160.2% |
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