+317.8%
PAAS vs SFM
+40.3%
+277.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| 6M | -26.8% | -37.3% | +10.5% | -24.0% |
| YTD | -19.8% | -38.4% | +18.6% | -17.0% |
| 1Y | +22.8% | -36.9% | +59.8% | +26.7% |
| 3Y | +183.6% | +20.7% | +163.0% | +169.0% |
| 5Y | +73.8% | +103.5% | -29.7% | +53.7% |
| 10Y | +185.6% | +139.7% | +45.8% | +136.1% |
| All | +317.8% | +40.3% | +277.5% | +265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling