+48.1%
PAAS vs EIX
+18.4%
+29.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -8.9% | +1.4% | -10.3% | -9.3% |
| 30D | -11.4% | +8.5% | -20.0% | -13.6% |
| 3M | -20.4% | -13.5% | -7.0% | -17.8% |
| 6M | -40.7% | -12.4% | -28.3% | -39.5% |
| YTD | -26.9% | +5.9% | -32.8% | -31.4% |
| 1Y | -3.1% | +7.6% | -10.7% | -9.7% |
| 3Y | +199.3% | +12.8% | +186.5% | +159.7% |
| All | +48.1% | +18.4% | +29.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling