+115.9%
PAAS vs ET
+1,312.4%
-1,196.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.8% | -7.6% | -6.3% |
| 7D | +4.2% | -1.9% | +6.0% | +4.6% |
| 30D | -13.8% | -3.1% | -10.7% | -13.3% |
| 3M | -22.7% | -3.9% | -18.8% | -22.2% |
| 6M | -32.1% | +4.0% | -36.1% | -33.1% |
| YTD | -22.3% | +26.4% | -48.7% | -27.2% |
| 1Y | +7.7% | +24.9% | -17.2% | +1.1% |
| 3Y | +214.0% | +85.2% | +128.8% | +167.3% |
| 5Y | +63.2% | +218.3% | -155.1% | +21.7% |
| 10Y | +185.5% | +172.0% | +13.6% | +101.5% |
| All | +115.9% | +1,312.4% | -1,196.5% | -48.4% |
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 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