+200.1%
PAAS vs ES
+84.4%
+115.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +6.8% | -2.0% | +8.8% | +7.5% |
| 3M | -2.9% | +1.7% | -4.6% | -3.9% |
| 6M | -16.4% | -3.5% | -12.9% | -15.6% |
| YTD | 0.0% | +7.9% | -7.9% | -3.5% |
| 1Y | +54.3% | +17.2% | +37.2% | +42.7% |
| 3Y | +230.7% | +29.3% | +201.4% | +188.2% |
| 5Y | +111.6% | -5.7% | +117.4% | +108.1% |
| All | +200.1% | +84.4% | +115.7% | +88.5% |
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