+1,269.9%
PAAS vs EIX
+854.6%
+415.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | -2.9% | -19.1% | +16.2% | +0.1% |
| 30D | +6.8% | -16.9% | +23.7% | +9.4% |
| 3M | -2.9% | -20.0% | +17.1% | 0.0% |
| 6M | -16.4% | -21.3% | +4.9% | -13.7% |
| YTD | 0.0% | -1.7% | +1.7% | -1.0% |
| 1Y | +54.3% | +9.6% | +44.8% | +49.7% |
| 3Y | +230.7% | -3.7% | +234.3% | +226.1% |
| 5Y | +111.6% | +22.6% | +89.0% | +100.6% |
| 10Y | +211.7% | +17.7% | +194.0% | +190.3% |
| All | +1,269.9% | +854.6% | +415.3% | +1,065.5% |
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 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