+1,030.3%
PAAS vs EFX
+2,867.4%
-1,837.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +8.8% | -2.2% | +11.0% | +9.3% |
| 30D | -8.5% | +29.2% | -37.6% | -13.6% |
| 3M | -17.0% | +3.5% | -20.5% | -18.1% |
| 6M | -27.9% | +7.8% | -35.7% | -29.9% |
| YTD | -17.5% | -12.4% | -5.1% | -16.7% |
| 1Y | +22.8% | -8.2% | +31.1% | +22.6% |
| 3Y | +224.2% | +4.7% | +219.5% | +208.8% |
| 5Y | +73.6% | -32.0% | +105.7% | +78.3% |
| 10Y | +186.4% | +69.1% | +117.3% | +136.6% |
| All | +1,030.3% | +2,867.4% | -1,837.2% | +436.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling