+73.5%
PAAS vs EOSE
-61.3%
+134.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.9% | -13.3% | -3.2% |
| 7D | -2.9% | +19.0% | -21.9% | -4.3% |
| 30D | +6.8% | +1.6% | +5.2% | +6.4% |
| 3M | -2.9% | -52.0% | +49.1% | +1.8% |
| 6M | -16.4% | -42.5% | +26.1% | -14.3% |
| YTD | 0.0% | -66.1% | +66.2% | +5.1% |
| 1Y | +54.3% | -47.1% | +101.5% | +55.7% |
| 3Y | +230.7% | +0.8% | +229.9% | +196.2% |
| 5Y | +111.6% | -71.7% | +183.3% | +91.5% |
| All | +73.5% | -61.3% | +134.9% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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