+119.0%
PAAS vs EFX
-33.8%
+152.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | -0.9% |
| 7D | -2.9% | -8.6% | +5.7% | -0.8% |
| 30D | +6.8% | +0.1% | +6.7% | +6.7% |
| 3M | -2.9% | +3.8% | -6.7% | -4.4% |
| 6M | -16.4% | -13.5% | -2.9% | -14.2% |
| YTD | 0.0% | -17.7% | +17.7% | +3.5% |
| 1Y | +54.3% | -25.6% | +79.9% | +63.6% |
| 3Y | +230.7% | -12.1% | +242.8% | +220.8% |
| All | +119.0% | -33.8% | +152.8% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling