+645.1%
PAAS vs EL
+1,792.3%
-1,147.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +1.0% |
| 7D | +8.4% | +0.8% | +7.6% | +8.2% |
| 30D | -7.2% | +16.5% | -23.7% | -10.0% |
| 3M | -14.0% | +29.2% | -43.2% | -18.4% |
| 6M | -26.8% | +27.9% | -54.7% | -30.6% |
| YTD | -19.8% | +6.2% | -26.0% | -21.8% |
| 1Y | +22.8% | +27.2% | -4.3% | +15.7% |
| 3Y | +183.6% | +3.2% | +180.4% | +168.2% |
| 5Y | +73.8% | -66.0% | +139.8% | +98.2% |
| 10Y | +185.6% | +58.3% | +127.2% | +144.9% |
| All | +645.1% | +1,792.3% | -1,147.3% | +460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling