+44.0%
PAAS vs EMB
+5.1%
+38.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.3% |
| 7D | +2.0% | +0.3% | +1.7% | +1.1% |
| 30D | -0.1% | -0.5% | +0.4% | +1.4% |
| 3M | +8.2% | +0.3% | +7.9% | +7.1% |
| 6M | -13.8% | +1.2% | -15.0% | -16.2% |
| YTD | -0.6% | +1.5% | -2.1% | -2.6% |
| 1Y | +44.0% | +4.8% | +39.2% | +26.7% |
| All | +44.0% | +5.1% | +38.9% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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