+1,269.9%
PAAS vs SM
+1,345.1%
-75.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.1% | -2.0% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | +6.8% | +26.3% | -19.5% | +2.8% |
| 3M | -2.9% | +8.7% | -11.6% | -4.9% |
| 6M | -16.4% | +51.7% | -68.1% | -23.6% |
| YTD | 0.0% | +99.0% | -99.0% | -12.7% |
| 1Y | +54.3% | +34.6% | +19.7% | +42.9% |
| 3Y | +230.7% | -7.8% | +238.4% | +217.1% |
| 5Y | +111.6% | +104.8% | +6.9% | +70.9% |
| 10Y | +211.7% | +7.2% | +204.5% | +93.8% |
| All | +1,269.9% | +1,345.1% | -75.3% | +406.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling