+117.5%
PAAS vs SITM
+174.1%
-56.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -8.9% | -3.3% |
| 7D | -2.9% | +9.7% | -12.6% | -4.2% |
| 30D | +6.8% | +12.7% | -5.9% | +4.2% |
| 3M | -2.9% | -13.4% | +10.5% | -2.4% |
| 6M | -16.4% | +59.6% | -76.1% | -23.5% |
| YTD | 0.0% | +73.3% | -73.3% | -10.4% |
| 1Y | +54.3% | +165.5% | -111.2% | +28.5% |
| 3Y | +230.7% | +368.7% | -138.0% | +138.7% |
| All | +117.5% | +174.1% | -56.6% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling