+998.5%
PAAS vs ETR
+3,149.2%
-2,150.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +8.4% | +0.4% | +8.0% | +8.3% |
| 30D | -7.2% | +7.5% | -14.7% | -9.3% |
| 3M | -14.0% | +4.4% | -18.5% | -15.2% |
| 6M | -26.8% | -1.5% | -25.2% | -26.6% |
| YTD | -19.8% | +21.8% | -41.6% | -25.0% |
| 1Y | +22.8% | +18.4% | +4.4% | +15.9% |
| 3Y | +183.6% | +148.5% | +35.1% | +110.0% |
| 5Y | +73.8% | +152.6% | -78.8% | +27.6% |
| 10Y | +185.6% | +354.5% | -168.9% | +74.8% |
| All | +998.5% | +3,149.2% | -2,150.7% | +619.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling