+201.0%
PAAS vs ELF
+19.5%
+181.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.2% | 0.0% | -3.9% |
| 7D | -7.0% | +3.4% | -10.4% | -7.2% |
| 30D | -15.3% | +5.0% | -20.3% | -15.5% |
| 3M | -27.7% | +22.6% | -50.3% | -28.5% |
| 6M | -40.5% | +104.0% | -144.4% | -42.3% |
| YTD | -26.5% | +49.3% | -75.8% | -28.0% |
| 1Y | -0.8% | +46.0% | -46.8% | -2.8% |
| All | +201.0% | +19.5% | +181.5% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling