+5.6%
PAAS vs SFM
-36.1%
+41.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.8% | -1.3% |
| 7D | -5.2% | -7.1% | +1.9% | -5.3% |
| 30D | -13.9% | -21.4% | +7.5% | -14.7% |
| 3M | -23.8% | -40.1% | +16.3% | -26.0% |
| 6M | -36.4% | -38.0% | +1.6% | -37.8% |
| YTD | -23.4% | -36.5% | +13.2% | -24.8% |
| 1Y | +5.6% | -35.2% | +40.8% | +2.6% |
| All | +5.6% | -36.1% | +41.8% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling