+199.5%
PAAS vs ESI
+314.4%
-114.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -3.1% |
| 7D | -2.9% | +3.3% | -6.2% | -3.7% |
| 30D | +6.8% | -5.9% | +12.7% | +8.2% |
| 3M | -2.9% | -14.1% | +11.2% | +0.3% |
| 6M | -16.4% | +6.6% | -23.0% | -18.3% |
| YTD | 0.0% | +45.0% | -45.0% | -8.6% |
| 1Y | +54.3% | +41.5% | +12.9% | +41.5% |
| 3Y | +230.7% | +78.8% | +151.9% | +185.4% |
| 5Y | +111.6% | +70.9% | +40.8% | +80.5% |
| All | +199.5% | +314.4% | -114.9% | +99.5% |
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