+26.1%
PAAS vs ELF
-3.2%
+29.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.9% | +6.4% | +8.1% |
| 7D | -1.1% | -1.5% | +0.4% | -0.9% |
| 30D | -8.5% | +9.5% | -18.0% | -9.6% |
| 3M | -7.3% | +29.4% | -36.7% | -10.3% |
| 6M | -18.3% | +83.7% | -102.0% | -24.1% |
| YTD | -19.2% | +49.4% | -68.6% | -23.1% |
| 1Y | +26.1% | -3.9% | +30.1% | +24.9% |
| All | +26.1% | -3.2% | +29.4% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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