+183.6%
PAAS vs ELF
+18.9%
+164.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.3% | +1.1% |
| 7D | +8.4% | +4.0% | +4.4% | +8.2% |
| 30D | -7.2% | +10.6% | -17.7% | -7.7% |
| 3M | -14.0% | +25.8% | -39.8% | -15.1% |
| 6M | -26.8% | +89.1% | -115.8% | -29.0% |
| YTD | -19.8% | +52.7% | -72.5% | -21.7% |
| 1Y | +22.8% | +51.7% | -28.9% | +19.9% |
| 3Y | +183.6% | +14.2% | +169.4% | +97.8% |
| All | +183.6% | +18.9% | +164.7% | +97.8% |
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