+196.2%
PAAS vs ESI
+318.1%
-121.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -8.9% | +5.5% | -14.4% | -10.1% |
| 30D | -11.4% | -7.8% | -3.7% | -9.9% |
| 3M | -20.4% | -15.0% | -5.4% | -17.6% |
| 6M | -40.7% | -24.9% | -15.8% | -37.0% |
| YTD | -26.9% | +33.2% | -60.2% | -31.7% |
| 1Y | -3.1% | +24.9% | -28.0% | -8.2% |
| 3Y | +199.3% | +77.8% | +121.5% | +162.1% |
| 5Y | +48.3% | +37.1% | +11.2% | +32.6% |
| All | +196.2% | +318.1% | -121.9% | +119.6% |
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