+215.4%
PAAS vs ET
+179.3%
+36.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -3.7% | +1.4% | -5.1% | -4.0% |
| 30D | -1.9% | +4.6% | -6.4% | -2.9% |
| 3M | +15.1% | +16.0% | -1.0% | +10.9% |
| 6M | -17.1% | +22.8% | -39.9% | -21.4% |
| YTD | -1.3% | +38.9% | -40.2% | -9.1% |
| 1Y | +41.1% | +34.1% | +7.0% | +31.1% |
| 3Y | +244.2% | +98.8% | +145.4% | +192.9% |
| 5Y | +120.8% | +246.8% | -126.0% | +68.4% |
| All | +215.4% | +179.3% | +36.1% | +161.3% |
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