+210.7%
PAAS vs ET
+161.5%
+49.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.2% | +1.8% | -6.9% | -5.6% |
| 30D | -13.9% | -3.0% | -11.0% | -13.5% |
| 3M | -23.8% | -4.7% | -19.1% | -23.1% |
| 6M | -36.4% | +2.7% | -39.1% | -37.1% |
| YTD | -23.4% | +26.5% | -49.9% | -28.0% |
| 1Y | +5.6% | +25.0% | -19.3% | -0.4% |
| 3Y | +209.7% | +85.4% | +124.3% | +167.7% |
| 5Y | +55.6% | +215.5% | -159.9% | +21.5% |
| All | +210.7% | +161.5% | +49.2% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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