+75.6%
PAAS vs EMB
+126.0%
-50.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +8.4% | -0.1% | +8.5% | +8.6% |
| 30D | -7.2% | +1.3% | -8.5% | -8.6% |
| 3M | -14.0% | -2.7% | -11.3% | -10.9% |
| 6M | -26.8% | -2.8% | -23.9% | -23.7% |
| YTD | -19.8% | -1.1% | -18.7% | -17.9% |
| 1Y | +22.8% | 0.0% | +22.9% | +24.2% |
| 3Y | +183.6% | +28.8% | +154.9% | +115.3% |
| 5Y | +73.8% | +6.0% | +67.9% | +65.0% |
| 10Y | +185.6% | +29.1% | +156.4% | +127.2% |
| All | +75.6% | +126.0% | -50.4% | -6.3% |
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