+116.1%
PAAS vs ET
+235.7%
-119.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | -0.1% | +6.9% | -6.9% | -3.1% |
| 3M | +8.2% | +13.1% | -4.8% | +2.1% |
| 6M | -13.8% | +18.7% | -32.5% | -21.1% |
| YTD | -0.6% | +37.4% | -38.1% | -15.0% |
| 1Y | +44.0% | +34.8% | +9.2% | +24.3% |
| 3Y | +246.6% | +96.8% | +149.8% | +148.2% |
| 5Y | +116.1% | +238.2% | -122.1% | +28.3% |
| All | +116.1% | +235.7% | -119.7% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling