+14.3%
PAAS vs EL
+30.3%
-15.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.1% |
| 7D | +8.8% | +8.0% | +0.8% | +6.7% |
| 30D | -8.5% | +15.4% | -23.9% | -12.1% |
| 3M | -17.0% | +28.5% | -45.5% | -22.9% |
| 6M | -27.9% | +32.2% | -60.1% | -33.7% |
| YTD | -17.5% | +9.2% | -26.7% | -18.4% |
| All | +14.3% | +30.3% | -15.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling