+621.9%
PAAS vs EL
+1,850.3%
-1,228.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.1% | -5.9% |
| 7D | +4.2% | +7.6% | -3.5% | +2.8% |
| 30D | -13.8% | +15.7% | -29.5% | -16.3% |
| 3M | -22.7% | +30.5% | -53.3% | -26.8% |
| 6M | -32.1% | +32.5% | -64.6% | -36.1% |
| YTD | -22.3% | +9.4% | -31.7% | -24.7% |
| 1Y | +7.7% | +28.4% | -20.7% | +1.1% |
| 3Y | +214.0% | +4.4% | +209.6% | +196.3% |
| 5Y | +63.2% | -64.5% | +127.7% | +84.6% |
| 10Y | +185.5% | +64.9% | +120.6% | +143.0% |
| All | +621.9% | +1,850.3% | -1,228.4% | +439.4% |
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 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