+201.0%
PAAS vs SITM
+342.8%
-141.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -4.0% |
| 7D | -7.0% | +32.5% | -39.6% | -11.4% |
| 30D | -15.3% | -18.8% | +3.5% | -13.0% |
| 3M | -27.7% | -30.9% | +3.1% | -24.3% |
| 6M | -40.5% | -44.5% | +4.0% | -36.2% |
| YTD | -26.5% | +33.2% | -59.7% | -33.8% |
| 1Y | -0.8% | +53.8% | -54.6% | -13.4% |
| All | +201.0% | +342.8% | -141.8% | +84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling