+70.8%
PAAS vs SFM
+105.4%
-34.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.8% | +6.3% | +1.9% |
| 7D | +8.4% | -1.2% | +9.6% | +8.5% |
| 30D | -7.2% | -24.8% | +17.6% | -4.9% |
| 3M | -14.0% | -43.7% | +29.7% | -9.5% |
| 6M | -26.8% | -37.3% | +10.5% | -24.1% |
| YTD | -19.8% | -38.4% | +18.6% | -17.2% |
| 1Y | +22.8% | -36.9% | +59.8% | +26.4% |
| 3Y | +183.6% | +20.7% | +163.0% | +161.8% |
| All | +70.8% | +105.4% | -34.5% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling