+49.2%
PAAS vs ESI
+40.6%
+8.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.3% |
| 7D | -7.0% | +8.3% | -15.4% | -9.7% |
| 30D | -15.3% | -10.4% | -4.9% | -12.1% |
| 3M | -27.7% | -13.2% | -14.6% | -24.5% |
| 6M | -40.5% | -23.9% | -16.6% | -35.2% |
| YTD | -26.5% | +34.2% | -60.7% | -34.7% |
| 1Y | -0.8% | +22.2% | -23.0% | -9.2% |
| 3Y | +196.9% | +79.2% | +117.7% | +133.7% |
| 5Y | +49.2% | +38.1% | +11.0% | +13.9% |
| All | +49.2% | +40.6% | +8.5% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling