+98.0%
PAAS vs S
-56.8%
+154.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.6% |
| 6M | -16.4% | +47.4% | -63.8% | -21.5% |
| YTD | 0.0% | +32.5% | -32.5% | -4.8% |
| 1Y | +54.3% | +9.5% | +44.8% | +50.0% |
| 3Y | +230.7% | +15.5% | +215.2% | +211.5% |
| 5Y | +111.6% | -71.2% | +182.8% | +107.9% |
| All | +98.0% | -56.8% | +154.8% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling