+48.1%
PAAS vs ES
+6.6%
+41.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -8.9% | +2.7% | -11.6% | -10.0% |
| 30D | -11.4% | +7.6% | -19.0% | -14.3% |
| 3M | -20.4% | +0.5% | -20.9% | -20.9% |
| 6M | -40.7% | +7.6% | -48.3% | -43.1% |
| YTD | -26.9% | +10.2% | -37.2% | -30.6% |
| 1Y | -3.1% | +1.8% | -4.9% | -5.3% |
| 3Y | +199.3% | +55.4% | +143.9% | +127.5% |
| All | +48.1% | +6.6% | +41.5% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling