+103.0%
PAAS vs ET
+1,310.3%
-1,207.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.9% | +2.5% | -11.5% | -9.5% |
| 30D | -11.4% | -2.5% | -9.0% | -11.1% |
| 3M | -20.4% | -4.9% | -15.6% | -19.7% |
| 6M | -40.7% | -0.1% | -40.6% | -41.0% |
| YTD | -26.9% | +26.2% | -53.2% | -31.5% |
| 1Y | -3.1% | +25.2% | -28.2% | -9.0% |
| 3Y | +199.3% | +84.2% | +115.1% | +155.1% |
| 5Y | +48.3% | +216.1% | -167.8% | +10.7% |
| 10Y | +197.6% | +160.7% | +37.0% | +112.7% |
| All | +103.0% | +1,310.3% | -1,207.3% | -51.5% |
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