+26.1%
PAAS vs ETR
+18.4%
+7.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.7% | +5.6% | +7.5% |
| 7D | -1.1% | +3.7% | -4.8% | -2.2% |
| 30D | -8.5% | +11.0% | -19.4% | -11.3% |
| 3M | -7.3% | +3.4% | -10.7% | -8.5% |
| 6M | -18.3% | -3.3% | -15.0% | -17.7% |
| YTD | -19.2% | +23.3% | -42.4% | -28.1% |
| 1Y | +26.1% | +19.2% | +7.0% | +16.7% |
| All | +26.1% | +18.4% | +7.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling