+55.6%
PAAS vs S
-67.1%
+122.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -5.2% | +1.2% | -6.4% | -5.4% |
| 30D | -13.9% | -7.3% | -6.6% | -13.3% |
| 3M | -23.8% | +5.9% | -29.7% | -24.9% |
| 6M | -36.4% | +45.6% | -82.0% | -40.3% |
| YTD | -23.4% | +58.5% | -81.9% | -29.4% |
| 1Y | +5.6% | +37.6% | -32.0% | -1.0% |
| 3Y | +209.7% | +51.7% | +158.0% | +178.4% |
| 5Y | +55.6% | -67.5% | +123.1% | +56.0% |
| All | +55.6% | -67.1% | +122.6% | +56.0% |
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 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