+196.2%
PAAS vs EME
+905.2%
-709.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -8.9% | +8.4% | -17.3% | -10.2% |
| 30D | -11.4% | -11.5% | +0.1% | -9.7% |
| 3M | -20.4% | -20.6% | +0.2% | -17.5% |
| 6M | -40.7% | -28.5% | -12.2% | -37.6% |
| YTD | -26.9% | +8.0% | -34.9% | -28.2% |
| 1Y | -3.1% | +6.8% | -9.8% | -4.6% |
| 3Y | +199.3% | +213.9% | -14.6% | +147.9% |
| 5Y | +48.3% | +414.8% | -366.5% | +14.6% |
| All | +196.2% | +905.2% | -709.0% | +138.8% |
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