+197.9%
PAAS vs ETR
+379.5%
-181.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -7.0% | +1.5% | -8.5% | -7.6% |
| 30D | -15.3% | +6.6% | -21.9% | -17.6% |
| 3M | -27.7% | +4.4% | -32.2% | -29.1% |
| 6M | -40.5% | -0.3% | -40.2% | -40.6% |
| YTD | -26.5% | +23.3% | -49.8% | -33.3% |
| 1Y | -0.8% | +18.9% | -19.6% | -8.5% |
| 3Y | +196.9% | +155.5% | +41.5% | +93.4% |
| 5Y | +49.2% | +159.9% | -110.8% | -3.9% |
| All | +197.9% | +379.5% | -181.5% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling