+982.8%
PAAS vs ES
+797.3%
+185.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.8% |
| 7D | -0.4% | +5.9% | -6.3% | -2.0% |
| 30D | -11.6% | +10.2% | -21.8% | -14.1% |
| 3M | -15.6% | +0.4% | -16.0% | -15.9% |
| 6M | -19.1% | +6.9% | -26.0% | -21.0% |
| YTD | -20.9% | +10.5% | -31.5% | -23.4% |
| 1Y | +21.3% | +3.2% | +18.1% | +19.3% |
| 3Y | +177.4% | +49.0% | +128.3% | +144.9% |
| 5Y | +71.3% | +4.5% | +66.9% | +65.7% |
| 10Y | +181.5% | +92.3% | +89.2% | +132.1% |
| All | +982.8% | +797.3% | +185.5% | +600.0% |
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