+188.9%
PAAS vs ES
+85.7%
+103.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.6% |
| 7D | +8.4% | +1.9% | +6.5% | +7.6% |
| 30D | -7.2% | +7.1% | -14.2% | -9.8% |
| 3M | -14.0% | -1.9% | -12.1% | -13.7% |
| 6M | -26.8% | +4.4% | -31.1% | -28.5% |
| YTD | -19.8% | +7.3% | -27.1% | -22.5% |
| 1Y | +22.8% | +2.1% | +20.7% | +20.2% |
| 3Y | +183.6% | +41.8% | +141.8% | +138.8% |
| 5Y | +73.8% | +1.4% | +72.4% | +66.2% |
| All | +188.9% | +85.7% | +103.2% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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