+158.0%
PAAS vs ELF
+383.9%
-225.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.7% | -4.3% | +1.1% |
| 7D | +8.4% | +4.0% | +4.4% | +8.1% |
| 30D | -7.2% | +10.6% | -17.7% | -7.7% |
| 3M | -14.0% | +25.8% | -39.8% | -15.2% |
| 6M | -26.8% | +89.1% | -115.8% | -29.5% |
| YTD | -19.8% | +52.7% | -72.5% | -22.0% |
| 1Y | +22.8% | +51.7% | -28.9% | +19.4% |
| 3Y | +183.6% | +14.2% | +169.4% | +170.7% |
| 5Y | +73.8% | +270.7% | -196.9% | +51.0% |
| 10Y | +185.6% | +341.9% | -156.4% | +129.8% |
| All | +158.0% | +383.9% | -225.9% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling