+239.7%
PAAS vs EME
+1,266.0%
-1,026.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.2% | +4.2% |
| 7D | +2.6% | +2.7% | -0.1% | +2.1% |
| 30D | +2.5% | -6.8% | +9.3% | +3.7% |
| 3M | +15.1% | -8.8% | +23.9% | +16.4% |
| 6M | -12.1% | +5.0% | -17.0% | -13.1% |
| YTD | +3.1% | +23.5% | -20.4% | -0.8% |
| 1Y | +50.8% | +21.3% | +29.5% | +44.8% |
| 3Y | +259.5% | +241.1% | +18.4% | +193.7% |
| 5Y | +126.3% | +549.2% | -422.8% | +70.2% |
| 10Y | +239.7% | +1,306.4% | -1,066.7% | +137.2% |
| All | +239.7% | +1,266.0% | -1,026.2% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling