+179.6%
PAAS vs ES
+50.7%
+128.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.9% |
| 7D | -0.4% | +5.9% | -6.3% | -2.4% |
| 30D | -11.6% | +10.2% | -21.8% | -14.7% |
| 3M | -15.6% | +0.4% | -16.0% | -15.8% |
| 6M | -19.1% | +6.9% | -26.0% | -21.6% |
| YTD | -20.9% | +10.5% | -31.5% | -24.2% |
| 1Y | +21.3% | +3.2% | +18.1% | +18.2% |
| All | +179.6% | +50.7% | +128.9% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling