+14.3%
PAAS vs S
+38.4%
-24.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | +3.0% |
| 7D | +8.8% | +1.6% | +7.3% | +8.8% |
| 30D | -8.5% | -10.5% | +2.0% | -8.8% |
| 3M | -17.0% | +9.9% | -26.9% | -16.4% |
| 6M | -27.9% | +41.8% | -69.7% | -27.2% |
| YTD | -17.5% | +56.8% | -74.3% | -16.8% |
| All | +14.3% | +38.4% | -24.0% | +16.0% |
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