+177.9%
PAAS vs ET
+1,435.0%
-1,257.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | +6.8% | +7.5% | -0.7% | +4.8% |
| 3M | -2.9% | +11.4% | -14.3% | -5.6% |
| 6M | -16.4% | +18.5% | -35.0% | -20.3% |
| YTD | 0.0% | +37.4% | -37.4% | -8.0% |
| 1Y | +54.3% | +30.9% | +23.4% | +43.6% |
| 3Y | +230.7% | +98.7% | +131.9% | +177.2% |
| 5Y | +111.6% | +230.7% | -119.1% | +56.2% |
| 10Y | +211.7% | +175.6% | +36.1% | +119.6% |
| All | +177.9% | +1,435.0% | -1,257.1% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling