+73.6%
PAAS vs EME
+407.9%
-334.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.3% | -4.4% | +1.0% |
| 7D | +8.8% | -4.4% | +13.2% | +9.5% |
| 30D | -8.5% | -17.3% | +8.8% | -4.1% |
| 3M | -17.0% | -20.0% | +3.0% | -12.5% |
| 6M | -27.9% | -29.1% | +1.2% | -21.8% |
| YTD | -17.5% | +6.9% | -24.4% | -19.8% |
| 1Y | +22.8% | +0.8% | +22.1% | +21.0% |
| 3Y | +224.2% | +214.4% | +9.8% | +120.5% |
| 5Y | +73.6% | +404.2% | -330.5% | -5.9% |
| All | +73.6% | +407.9% | -334.3% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling