+212.2%
PAAS vs SM
+10.6%
+201.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -6.9% | -1.8% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -13.9% | -17.3% | +3.4% | -13.1% |
| 3M | -23.8% | -3.6% | -20.2% | -23.9% |
| 6M | -36.4% | +2.9% | -39.3% | -37.1% |
| YTD | -23.4% | +70.2% | -93.6% | -27.6% |
| 1Y | +5.6% | +66.5% | -60.9% | -0.1% |
| 3Y | +209.7% | -8.2% | +217.9% | +202.9% |
| 5Y | +55.6% | -1.5% | +57.0% | +50.0% |
| 10Y | +212.2% | +11.9% | +200.3% | +165.8% |
| All | +212.2% | +10.6% | +201.7% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling