+70.8%
PAAS vs EL
-66.1%
+136.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +0.9% |
| 7D | +8.4% | +0.8% | +7.6% | +8.2% |
| 30D | -7.2% | +16.5% | -23.7% | -10.6% |
| 3M | -14.0% | +29.2% | -43.2% | -19.4% |
| 6M | -26.8% | +27.9% | -54.7% | -31.5% |
| YTD | -19.8% | +6.2% | -26.0% | -22.2% |
| 1Y | +22.8% | +27.2% | -4.3% | +14.1% |
| 3Y | +183.6% | +3.2% | +180.4% | +164.3% |
| All | +70.8% | -66.1% | +136.9% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling