+48.1%
PAAS vs SM
+5.5%
+42.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.9% | +9.4% | -18.3% | -10.1% |
| 30D | -11.4% | -14.4% | +3.0% | -10.1% |
| 3M | -20.4% | +1.6% | -22.0% | -21.5% |
| 6M | -40.7% | +6.3% | -47.0% | -42.5% |
| YTD | -26.9% | +78.8% | -105.7% | -37.3% |
| 1Y | -3.1% | +83.1% | -86.2% | -17.3% |
| 3Y | +199.3% | -5.9% | +205.2% | +181.5% |
| All | +48.1% | +5.5% | +42.6% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling