+201.0%
PAAS vs EIX
+10.2%
+190.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.1% |
| 7D | -7.0% | -1.5% | -5.6% | -6.8% |
| 30D | -15.3% | +8.1% | -23.4% | -16.6% |
| 3M | -27.7% | -12.1% | -15.6% | -26.4% |
| 6M | -40.5% | -13.4% | -27.0% | -39.3% |
| YTD | -26.5% | +5.6% | -32.1% | -29.6% |
| 1Y | -0.8% | +7.8% | -8.6% | -5.7% |
| All | +201.0% | +10.2% | +190.8% | +135.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling