+5.6%
PAAS vs EL
+25.2%
-19.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -5.2% | +0.3% | -5.4% | -5.3% |
| 30D | -13.9% | +12.3% | -26.2% | -16.7% |
| 3M | -23.8% | +28.4% | -52.2% | -29.2% |
| 6M | -36.4% | +36.7% | -73.2% | -42.0% |
| YTD | -23.4% | +8.4% | -31.7% | -24.1% |
| 1Y | +5.6% | +25.4% | -19.8% | +3.4% |
| All | +5.6% | +25.2% | -19.6% | +3.4% |
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