+5.6%
PAAS vs ESI
+23.9%
-18.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.3% | -3.0% |
| 7D | -5.2% | +1.8% | -7.0% | -6.1% |
| 30D | -13.9% | -6.6% | -7.4% | -11.7% |
| 3M | -23.8% | -9.4% | -14.4% | -21.2% |
| 6M | -36.4% | -24.1% | -12.3% | -29.7% |
| YTD | -23.4% | +37.1% | -60.5% | -36.4% |
| 1Y | +5.6% | +24.5% | -18.9% | -8.2% |
| All | +5.6% | +23.9% | -18.2% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling