-3.1%
PAAS vs ES
+2.1%
-5.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -8.9% | +2.7% | -11.6% | -9.4% |
| 30D | -11.4% | +7.6% | -19.0% | -12.7% |
| 3M | -20.4% | +0.5% | -20.9% | -20.4% |
| 6M | -40.7% | +7.6% | -48.3% | -42.2% |
| YTD | -26.9% | +10.2% | -37.2% | -28.3% |
| 1Y | -3.1% | +1.8% | -4.9% | -3.5% |
| All | -3.1% | +2.1% | -5.2% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling