+48.1%
PAAS vs EMB
+7.3%
+40.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.2% |
| 7D | -8.9% | -0.9% | -8.0% | -7.4% |
| 30D | -11.4% | +0.4% | -11.8% | -11.7% |
| 3M | -20.4% | -3.1% | -17.3% | -15.9% |
| 6M | -40.7% | -2.1% | -38.6% | -38.1% |
| YTD | -26.9% | -1.1% | -25.9% | -24.6% |
| 1Y | -3.1% | -0.1% | -3.0% | -1.4% |
| 3Y | +199.3% | +29.6% | +169.7% | +111.7% |
| All | +48.1% | +7.3% | +40.8% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling