+998.5%
PAAS vs SM
+1,086.6%
-88.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +8.4% | -25.9% | +34.3% | +13.1% |
| 30D | -7.2% | -15.1% | +8.0% | -5.4% |
| 3M | -14.0% | +4.9% | -18.9% | -15.5% |
| 6M | -26.8% | +6.1% | -32.9% | -28.9% |
| YTD | -19.8% | +63.4% | -83.2% | -28.4% |
| 1Y | +22.8% | +72.5% | -49.6% | +8.5% |
| 3Y | +183.6% | -16.9% | +200.5% | +174.4% |
| 5Y | +73.8% | -10.6% | +84.5% | +59.9% |
| 10Y | +185.6% | +11.3% | +174.3% | +71.9% |
| All | +998.5% | +1,086.6% | -88.0% | +315.3% |
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