+26.1%
PAAS vs S
+36.5%
-10.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.6% | +6.7% | +8.4% |
| 7D | -1.1% | -8.2% | +7.1% | -1.3% |
| 30D | -8.5% | -7.6% | -0.8% | -8.6% |
| 3M | -7.3% | +12.0% | -19.3% | -6.7% |
| 6M | -18.3% | +50.6% | -68.9% | -17.9% |
| YTD | -19.2% | +56.6% | -75.8% | -18.7% |
| 1Y | +26.1% | +39.2% | -13.1% | +28.7% |
| All | +26.1% | +36.5% | -10.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling