+829.1%
PAAS vs EL
+1,685.7%
-856.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -3.0% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | +6.8% | +19.8% | -13.0% | +3.0% |
| 3M | -2.9% | +25.7% | -28.6% | -7.2% |
| 6M | -16.4% | +5.4% | -21.9% | -18.0% |
| YTD | 0.0% | +0.2% | -0.2% | -1.2% |
| 1Y | +54.3% | +20.4% | +33.9% | +46.9% |
| 3Y | +230.7% | -32.1% | +262.8% | +237.2% |
| 5Y | +111.6% | -67.2% | +178.8% | +143.3% |
| 10Y | +211.7% | +31.7% | +180.0% | +176.7% |
| All | +829.1% | +1,685.7% | -856.6% | +607.6% |
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