+1,269.9%
PAAS vs ETR
+3,052.8%
-1,782.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -2.9% | +1.4% | -4.3% | -3.3% |
| 30D | +6.8% | +1.0% | +5.8% | +6.4% |
| 3M | -2.9% | -1.3% | -1.6% | -2.7% |
| 6M | -16.4% | +1.9% | -18.3% | -17.3% |
| YTD | 0.0% | +18.2% | -18.1% | -5.6% |
| 1Y | +54.3% | +24.7% | +29.6% | +43.2% |
| 3Y | +230.7% | +150.7% | +80.0% | +144.2% |
| 5Y | +111.6% | +127.0% | -15.4% | +60.5% |
| 10Y | +211.7% | +295.5% | -83.7% | +98.7% |
| All | +1,269.9% | +3,052.8% | -1,782.9% | +805.3% |
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