+213.9%
PAAS vs SFM
+23.6%
+190.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.8% | -1.6% |
| 7D | -5.2% | -7.1% | +1.9% | -4.7% |
| 30D | -13.9% | -21.4% | +7.5% | -12.7% |
| 3M | -23.8% | -40.1% | +16.3% | -21.3% |
| 6M | -36.4% | -38.0% | +1.6% | -34.7% |
| YTD | -23.4% | -36.5% | +13.2% | -21.8% |
| 1Y | +5.6% | -35.2% | +40.8% | +7.4% |
| All | +213.9% | +23.6% | +190.3% | +209.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling