+196.2%
PAAS vs EFX
+80.5%
+115.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -8.9% | -0.8% | -8.1% | -8.7% |
| 30D | -11.4% | +25.1% | -36.5% | -16.5% |
| 3M | -20.4% | +1.7% | -22.1% | -21.2% |
| 6M | -40.7% | +18.4% | -59.1% | -43.9% |
| YTD | -26.9% | -12.5% | -14.4% | -26.0% |
| 1Y | -3.1% | -8.1% | +5.0% | -3.2% |
| 3Y | +199.3% | +4.8% | +194.5% | +179.1% |
| 5Y | +48.3% | -30.1% | +78.4% | +50.4% |
| All | +196.2% | +80.5% | +115.7% | +106.2% |
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