+361.9%
PAAS vs ESI
+182.6%
+179.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.5% | +1.0% |
| 7D | +8.4% | -8.5% | +16.9% | +10.5% |
| 30D | -7.2% | -15.7% | +8.5% | -3.6% |
| 3M | -14.0% | -18.2% | +4.2% | -10.2% |
| 6M | -26.8% | -28.8% | +2.1% | -21.3% |
| YTD | -19.8% | +26.3% | -46.0% | -24.3% |
| 1Y | +22.8% | +18.2% | +4.6% | +17.6% |
| 3Y | +183.6% | +68.1% | +115.5% | +149.4% |
| 5Y | +73.8% | +28.8% | +45.1% | +58.2% |
| 10Y | +185.6% | +329.8% | -144.3% | +91.5% |
| All | +361.9% | +182.6% | +179.3% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling