+63.4%
PAAS vs S
-48.9%
+112.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +2.0% |
| 7D | +8.8% | +1.6% | +7.3% | +8.6% |
| 30D | -8.5% | -10.5% | +2.0% | -7.5% |
| 3M | -17.0% | +9.9% | -26.9% | -18.6% |
| 6M | -27.9% | +41.8% | -69.7% | -31.7% |
| YTD | -17.5% | +56.8% | -74.3% | -23.3% |
| 1Y | +22.8% | +39.0% | -16.2% | +15.7% |
| 3Y | +224.2% | +53.8% | +170.4% | +194.4% |
| 5Y | +73.6% | -68.6% | +142.2% | +67.5% |
| All | +63.4% | -48.9% | +112.2% | +59.5% |
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