+248.2%
PAAS vs ELF
-19.9%
+268.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.5% |
| 7D | -2.9% | +5.4% | -8.2% | -3.2% |
| 30D | +6.8% | +27.0% | -20.2% | +5.5% |
| 3M | -2.9% | +113.2% | -116.1% | -6.3% |
| 6M | -16.4% | +36.6% | -53.0% | -17.9% |
| YTD | 0.0% | +44.2% | -44.2% | -2.0% |
| 1Y | +54.3% | -18.0% | +72.3% | +52.3% |
| All | +248.2% | -19.9% | +268.1% | +197.2% |
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