+949.7%
PAAS vs EIX
+924.1%
+25.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -5.2% | -2.5% | -2.6% | -4.8% |
| 30D | -13.9% | +7.7% | -21.6% | -15.0% |
| 3M | -23.8% | -12.9% | -10.9% | -22.6% |
| 6M | -36.4% | -12.7% | -23.7% | -35.6% |
| YTD | -23.4% | +5.5% | -28.8% | -25.1% |
| 1Y | +5.6% | +9.4% | -3.7% | +2.6% |
| 3Y | +209.7% | +9.7% | +200.0% | +198.3% |
| 5Y | +55.6% | +16.9% | +38.6% | +48.3% |
| 10Y | +212.2% | +34.3% | +178.0% | +184.6% |
| All | +949.7% | +924.1% | +25.6% | +781.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling