+53.9%
PAAS vs S
-49.1%
+102.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.8% |
| 7D | +4.2% | +1.4% | +2.8% | +4.0% |
| 30D | -13.8% | -10.8% | -3.0% | -12.8% |
| 3M | -22.7% | +5.4% | -28.1% | -23.8% |
| 6M | -32.1% | +41.2% | -73.3% | -35.7% |
| YTD | -22.3% | +56.2% | -78.5% | -27.8% |
| 1Y | +7.7% | +36.3% | -28.6% | +1.6% |
| 3Y | +214.0% | +49.4% | +164.6% | +186.2% |
| 5Y | +63.2% | -66.9% | +130.1% | +57.5% |
| All | +53.9% | -49.1% | +102.9% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling