+186.4%
PAAS vs SFM
+146.8%
+39.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.8% |
| 7D | +8.8% | -10.2% | +19.1% | +9.9% |
| 30D | -8.5% | -23.9% | +15.4% | -6.4% |
| 3M | -17.0% | -42.3% | +25.2% | -13.1% |
| 6M | -27.9% | -40.1% | +12.3% | -25.0% |
| YTD | -17.5% | -37.8% | +20.3% | -14.9% |
| 1Y | +22.8% | -37.1% | +59.9% | +26.4% |
| 3Y | +224.2% | +21.5% | +202.7% | +208.6% |
| 5Y | +73.6% | +103.8% | -30.1% | +55.5% |
| 10Y | +186.4% | +142.0% | +44.4% | +136.8% |
| All | +186.4% | +146.8% | +39.6% | +136.8% |
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