+119.0%
PAAS vs EMB
+132.1%
-13.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +6.8% | -0.3% | +7.1% | +7.2% |
| 3M | -2.9% | -0.4% | -2.5% | -2.2% |
| 6M | -16.4% | +0.1% | -16.6% | -15.9% |
| YTD | 0.0% | +1.6% | -1.6% | -1.1% |
| 1Y | +54.3% | +5.6% | +48.7% | +45.8% |
| 3Y | +230.7% | +29.8% | +200.8% | +148.1% |
| 5Y | +111.6% | +7.3% | +104.4% | +97.2% |
| 10Y | +211.7% | +30.4% | +181.3% | +143.8% |
| All | +119.0% | +132.1% | -13.2% | +12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling