+949.7%
PAAS vs EME
+34,989.6%
-34,039.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -2.1% |
| 7D | -5.2% | +4.3% | -9.5% | -6.1% |
| 30D | -13.9% | -14.4% | +0.4% | -11.2% |
| 3M | -23.8% | -18.3% | -5.4% | -20.7% |
| 6M | -36.4% | -28.3% | -8.1% | -32.1% |
| YTD | -23.4% | +9.2% | -32.6% | -25.8% |
| 1Y | +5.6% | +4.3% | +1.4% | +3.3% |
| 3Y | +209.7% | +218.6% | -9.0% | +129.3% |
| 5Y | +55.6% | +421.0% | -365.5% | +2.0% |
| 10Y | +212.2% | +928.3% | -716.1% | +65.1% |
| All | +949.7% | +34,989.6% | -34,039.9% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling