+119.0%
PAAS vs S
-71.4%
+190.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | -2.9% | -7.7% | +4.8% | -2.0% |
| 30D | +6.8% | -5.3% | +12.1% | +7.1% |
| 3M | -2.9% | +20.3% | -23.2% | -5.8% |
| 6M | -16.4% | +47.4% | -63.8% | -21.7% |
| YTD | 0.0% | +32.5% | -32.5% | -5.1% |
| 1Y | +54.3% | +9.5% | +44.8% | +49.8% |
| 3Y | +230.7% | +15.5% | +215.2% | +210.1% |
| All | +119.0% | -71.4% | +190.3% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling