+183.6%
PAAS vs ESI
+67.9%
+115.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +0.7% |
| 7D | +8.4% | -8.5% | +16.9% | +11.7% |
| 30D | -7.2% | -15.7% | +8.5% | -1.2% |
| 3M | -14.0% | -18.2% | +4.2% | -7.8% |
| 6M | -26.8% | -28.8% | +2.1% | -17.9% |
| YTD | -19.8% | +26.3% | -46.0% | -27.7% |
| 1Y | +22.8% | +18.2% | +4.6% | +13.0% |
| 3Y | +183.6% | +68.1% | +115.5% | +95.0% |
| All | +183.6% | +67.9% | +115.7% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling