+1,269.9%
PAAS vs EME
+39,569.1%
-38,299.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.8% |
| 7D | -2.9% | +1.9% | -4.8% | -3.3% |
| 30D | +6.8% | -8.3% | +15.1% | +8.8% |
| 3M | -2.9% | -10.7% | +7.9% | -0.9% |
| 6M | -16.4% | +1.9% | -18.3% | -17.3% |
| YTD | 0.0% | +23.5% | -23.4% | -5.4% |
| 1Y | +54.3% | +18.0% | +36.4% | +46.5% |
| 3Y | +230.7% | +236.1% | -5.4% | +142.7% |
| 5Y | +111.6% | +527.9% | -416.2% | +33.4% |
| 10Y | +211.7% | +1,252.8% | -1,041.1% | +54.9% |
| All | +1,269.9% | +39,569.1% | -38,299.2% | +312.6% |
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