+200.1%
PAAS vs SM
+6.6%
+193.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.2% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +6.8% | +26.3% | -19.5% | +4.9% |
| 3M | -2.9% | +8.7% | -11.6% | -3.8% |
| 6M | -16.4% | +51.7% | -68.1% | -19.9% |
| YTD | 0.0% | +99.0% | -99.0% | -6.4% |
| 1Y | +54.3% | +34.6% | +19.7% | +48.7% |
| 3Y | +230.7% | -7.8% | +238.4% | +224.1% |
| 5Y | +111.6% | +104.8% | +6.9% | +95.4% |
| All | +200.1% | +6.6% | +193.4% | +174.4% |
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