+188.9%
PAAS vs ESI
+312.6%
-123.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.0% |
| 7D | +8.4% | -8.5% | +16.9% | +10.5% |
| 30D | -7.2% | -15.7% | +8.5% | -3.5% |
| 3M | -14.0% | -18.2% | +4.2% | -10.1% |
| 6M | -26.8% | -28.8% | +2.1% | -21.2% |
| YTD | -19.8% | +26.3% | -46.0% | -24.1% |
| 1Y | +22.8% | +18.2% | +4.6% | +17.8% |
| 3Y | +183.6% | +68.1% | +115.5% | +151.3% |
| 5Y | +73.8% | +28.8% | +45.1% | +57.4% |
| All | +188.9% | +312.6% | -123.7% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling