+54.3%
PAAS vs SITM
+174.8%
-120.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -8.9% | -3.1% |
| 7D | -2.9% | +9.7% | -12.6% | -3.8% |
| 30D | +6.8% | +12.7% | -5.9% | +4.7% |
| 3M | -2.9% | -13.4% | +10.5% | -2.5% |
| 6M | -16.4% | +59.6% | -76.1% | -20.0% |
| YTD | 0.0% | +73.3% | -73.3% | -4.2% |
| 1Y | +54.3% | +165.5% | -111.2% | +38.0% |
| All | +54.3% | +174.8% | -120.4% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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