+132.1%
PAAS vs SITM
+3,535.1%
-3,403.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.3% | -7.7% | -2.2% |
| 7D | -5.2% | +17.2% | -22.4% | -7.3% |
| 30D | -13.9% | -17.1% | +3.2% | -12.4% |
| 3M | -23.8% | -29.2% | +5.4% | -21.3% |
| 6M | -36.4% | -47.6% | +11.2% | -32.5% |
| YTD | -23.4% | +33.8% | -57.2% | -29.0% |
| 1Y | +5.6% | +54.1% | -48.5% | -4.1% |
| 3Y | +209.7% | +337.6% | -127.9% | +133.3% |
| 5Y | +55.6% | +89.7% | -34.2% | +19.5% |
| All | +132.1% | +3,535.1% | -3,403.0% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling