+906.5%
PAAS vs SM
+1,199.6%
-293.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.3% | -4.9% |
| 7D | -7.0% | +10.6% | -17.6% | -8.6% |
| 30D | -15.3% | -15.0% | -0.3% | -13.7% |
| 3M | -27.7% | +1.7% | -29.4% | -28.7% |
| 6M | -40.5% | +5.9% | -46.3% | -42.2% |
| YTD | -26.5% | +79.0% | -105.5% | -35.5% |
| 1Y | -0.8% | +84.7% | -85.4% | -13.3% |
| 3Y | +196.9% | -3.5% | +200.4% | +180.1% |
| 5Y | +49.2% | +4.9% | +44.2% | +33.7% |
| 10Y | +199.4% | +17.7% | +181.7% | +78.9% |
| All | +906.5% | +1,199.6% | -293.1% | +274.7% |
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 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