+186.4%
PAAS vs ESI
+323.5%
-137.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.7% |
| 7D | +8.8% | -3.5% | +12.3% | +9.5% |
| 30D | -8.5% | -9.3% | +0.8% | -6.4% |
| 3M | -17.0% | -12.8% | -4.2% | -14.6% |
| 6M | -27.9% | -24.6% | -3.3% | -23.4% |
| YTD | -17.5% | +32.7% | -50.2% | -22.8% |
| 1Y | +22.8% | +20.3% | +2.5% | +17.2% |
| 3Y | +224.2% | +80.2% | +144.0% | +182.9% |
| 5Y | +73.6% | +40.0% | +33.7% | +54.8% |
| 10Y | +186.4% | +310.8% | -124.4% | +88.3% |
| All | +186.4% | +323.5% | -137.1% | +88.3% |
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