+1,269.9%
PAAS vs ES
+776.1%
+493.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | -2.9% | +1.7% | -4.6% | -3.6% |
| 6M | -16.4% | -3.5% | -12.9% | -15.8% |
| YTD | 0.0% | +7.9% | -7.9% | -2.3% |
| 1Y | +54.3% | +17.2% | +37.2% | +46.7% |
| 3Y | +230.7% | +29.3% | +201.4% | +203.6% |
| 5Y | +111.6% | -5.7% | +117.4% | +110.3% |
| 10Y | +211.7% | +85.2% | +126.5% | +160.1% |
| All | +1,269.9% | +776.1% | +493.7% | +792.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling