+199.5%
PAAS vs SFM
+326.6%
-127.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.7% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +6.8% | -4.4% | +11.2% | +7.2% |
| 3M | -2.9% | +1.5% | -4.4% | -3.3% |
| 6M | -16.4% | +6.5% | -22.9% | -17.5% |
| YTD | 0.0% | +2.2% | -2.1% | -1.1% |
| 1Y | +54.3% | -41.9% | +96.2% | +61.9% |
| 3Y | +230.7% | +106.8% | +123.9% | +202.8% |
| 5Y | +111.6% | +231.6% | -119.9% | +84.1% |
| All | +199.5% | +326.6% | -127.1% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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