+44.6%
PAAS vs S
-51.7%
+96.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -8.9% | +2.0% | -10.9% | -9.1% |
| 30D | -11.4% | -2.7% | -8.7% | -11.3% |
| 3M | -20.4% | -6.9% | -13.6% | -20.3% |
| 6M | -40.7% | +38.1% | -78.8% | -43.7% |
| YTD | -26.9% | +48.0% | -74.9% | -31.7% |
| 1Y | -3.1% | +34.5% | -37.5% | -8.4% |
| 3Y | +199.3% | +38.3% | +160.9% | +175.2% |
| 5Y | +48.3% | -70.9% | +119.2% | +44.1% |
| All | +44.6% | -51.7% | +96.4% | +42.2% |
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