+116.1%
PAAS vs ETR
+129.9%
-13.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -1.2% |
| 7D | +2.0% | +1.4% | +0.6% | +1.4% |
| 30D | -0.1% | +1.9% | -1.9% | -0.9% |
| 3M | +8.2% | +1.0% | +7.3% | +7.5% |
| 6M | -13.8% | +4.8% | -18.6% | -16.3% |
| YTD | -0.6% | +19.5% | -20.2% | -9.2% |
| 1Y | +44.0% | +28.1% | +15.9% | +27.7% |
| 3Y | +246.6% | +151.1% | +95.4% | +116.8% |
| 5Y | +116.1% | +125.2% | -9.1% | +48.0% |
| All | +116.1% | +129.9% | -13.9% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling