+1,030.3%
PAAS vs ETR
+3,185.6%
-2,155.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | +8.8% | +1.7% | +7.1% | +8.3% |
| 30D | -8.5% | +8.7% | -17.2% | -10.9% |
| 3M | -17.0% | +4.9% | -21.9% | -18.3% |
| 6M | -27.9% | +0.8% | -28.7% | -28.2% |
| YTD | -17.5% | +23.1% | -40.6% | -23.1% |
| 1Y | +22.8% | +17.9% | +4.9% | +16.0% |
| 3Y | +224.2% | +154.5% | +69.7% | +138.2% |
| 5Y | +73.6% | +160.3% | -86.6% | +26.3% |
| 10Y | +186.4% | +366.9% | -180.6% | +74.1% |
| All | +1,030.3% | +3,185.6% | -2,155.4% | +637.3% |
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